Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99892.0199 | 76642.7193 | 23249.3006 | 74489.3202 | 101894.517 | -27405.1968 |
Total P&L (%) | 99.892 | 76.6427 | 23.2493 | 74.4893 | 101.8945 | -27.4052 |
Avg Daily Profit (%) | 0.3836 | 0.2943 | 0.0893 | 0.214 | 0.2702 | -0.1229 |
Buy And Hold Return (%) | 15.3954 | 15.3954 | 15.3954 | 15.3954 | 15.3954 | 15.3954 |
Max Trade Drawdown | -65211 | -36721 | -61157 | -148416 | -90119 | -146231 |
Profit Factor | 1.1953 | 1.3121 | 1.0874 | 1.073 | 1.2118 | 0.9492 |
Total Trades | 379 | 190 | 189 | 379 | 190 | 189 |
Winning Trades | 213 | 105 | 108 | 213 | 105 | 108 |
Losing Trades | 166 | 85 | 81 | 166 | 85 | 81 |
Profitability (%) | 56.2005 | 55.2632 | 57.1429 | 56.2005 | 55.2632 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9315 | 1.0621 | 0.8156 | 0.8362 | 0.981 | 0.7119 |
Largest Winning Trade | 15340 | 15340 | 14356 | 30151 | 30151 | 22801 |
Largest Losing Trade | -38258 | -16643 | -38258 | -94901 | -28110 | -94901 |
Avg Bars in Trades | 64 | 62 | 66 | 64 | 62 | 66 |
Avg Bars in Winners | 47 | 45 | 48 | 47 | 45 | 48 |
Avg Bars in Losers | 87 | 83 | 91 | 87 | 83 | 91 |
Bars Traded | 24588 | 11946 | 12643 | 24588 | 11946 | 12643 |
Profit Streak | 8.2074 | 8.2178 | 8.2074 | 8.2074 | 8.2178 | 8.2074 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 162795 | 306498 | -208837 | -132603 | 256552 | -579685 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 2.88587 } }, "second_band": { "type": "alma", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 2.88587 } }, "second_band": { "type": "alma", "factors": { "length": 149, "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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