Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396152.1513 | 347641.6469 | 48510.5043 | 48387.6935 | 408899.5629 | -360511.8695 |
Total P&L (%) | 396.1522 | 347.6416 | 48.5105 | 48.3877 | 408.8996 | -360.5119 |
Avg Daily Profit (%) | 0.2128 | 0.1867 | 0.0261 | 0.0212 | 0.0874 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109592 | -115581 | -125716 | -548747 | -295451 | -517339 |
Profit Factor | 1.213 | 1.376 | 1.0519 | 1.01 | 1.1736 | 0.8543 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 206 | 106 | 100 | 206 | 106 | 100 |
Losing Trades | 230 | 112 | 118 | 230 | 112 | 118 |
Profitability (%) | 47.2477 | 48.6239 | 45.8716 | 47.2477 | 48.6239 | 45.8716 |
Ratio Avg Win / Avg Loss | 1.3543 | 1.4539 | 1.2412 | 1.1277 | 1.24 | 1.0081 |
Largest Winning Trade | 92468 | 92468 | 46869 | 139629 | 139629 | 119505 |
Largest Losing Trade | -43673 | -37133 | -43673 | -160486 | -106092 | -160486 |
Avg Bars in Trades | 25 | 29 | 20 | 25 | 29 | 20 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 19 | 26 | 13 | 19 | 26 | 13 |
Bars Traded | 11019 | 6483 | 4536 | 11019 | 6483 | 4536 |
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 | 315662 | 301809 | -323757 | -374040 | -105471 | -579853 |
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{ "first_band": { "type": "ema", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 77, "offset": 0, "multiplier": 2.97798 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 77, "offset": 0, "multiplier": 2.97798 } } }
# | 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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