Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526109.2861 | 553558.4045 | -27449.1184 | 43523.1121 | 369510.6562 | -325987.5441 |
Total P&L (%) | 526.1093 | 553.5584 | -27.4491 | 43.5231 | 369.5107 | -325.9875 |
Avg Daily Profit (%) | 0.285 | 0.2999 | -0.0149 | 0.0196 | 0.0838 | 0 |
Buy And Hold Return (%) | 49.0367 | 49.0367 | 49.0367 | 49.0367 | 49.0367 | 49.0367 |
Max Trade Drawdown | -129115 | -110824 | -228050 | -305030 | -88570 | -478315 |
Profit Factor | 1.2703 | 1.6062 | 0.9734 | 1.0205 | 1.4183 | 0.7372 |
Total Trades | 541 | 271 | 270 | 541 | 271 | 270 |
Winning Trades | 224 | 117 | 107 | 224 | 117 | 107 |
Losing Trades | 317 | 154 | 163 | 317 | 154 | 163 |
Profitability (%) | 41.4048 | 43.1734 | 39.6296 | 41.4048 | 43.1734 | 39.6296 |
Ratio Avg Win / Avg Loss | 1.7977 | 2.1141 | 1.4829 | 1.4442 | 1.8669 | 1.123 |
Largest Winning Trade | 218289 | 218289 | 62155 | 107408 | 107408 | 74580 |
Largest Losing Trade | -45265 | -24055 | -45265 | -89689 | -27699 | -89689 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Losers | 27 | 26 | 27 | 27 | 26 | 27 |
Bars Traded | 22001 | 11026 | 10975 | 22001 | 11026 | 10975 |
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 | 333426 | 365001 | -582287 | -530981 | -80926 | -582287 |
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{ "first_band": { "type": "swma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 2.01645 } } }
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# | 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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