Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214643.2902 | 209545.8887 | 5097.4015 | 70375.3238 | 499713.2236 | -429337.8998 |
Total P&L (%) | 214.6433 | 209.5459 | 5.0974 | 70.3753 | 499.7132 | -429.3379 |
Avg Daily Profit (%) | 0.177 | 0.1728 | 0.0042 | 0.0439 | 0.1478 | 0 |
Buy And Hold Return (%) | 20.8507 | 20.8507 | 20.8507 | 20.8507 | 20.8507 | 20.8507 |
Max Trade Drawdown | -109177 | -80306 | -127009 | -581790 | -332662 | -793871 |
Profit Factor | 1.4254 | 1.9101 | 1.0186 | 1.0315 | 1.5488 | 0.6758 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 50.7246 | 48.5714 | 52.9412 | 50.7246 | 48.5714 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.3847 | 2.0224 | 0.9054 | 1.002 | 1.6399 | 0.6007 |
Largest Winning Trade | 57571 | 57571 | 57083 | 203141 | 203141 | 191631 |
Largest Losing Trade | -35669 | -24659 | -35669 | -245124 | -164109 | -245124 |
Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Winners | 58 | 32 | 82 | 58 | 32 | 82 |
Avg Bars in Losers | 43 | 48 | 39 | 43 | 48 | 39 |
Bars Traded | 3531 | 1417 | 2114 | 3531 | 1417 | 2114 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97630 | 376200 | -554365 | -428778 | 231883 | -580413 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 4.77266 } }, "second_band": { "type": "zlma", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 4.77266 } }, "second_band": { "type": "zlma", "factors": { "length": 83, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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