Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692511.6582 | 684490.5615 | 8021.0967 | 345378.25 | 308901.8107 | 36476.4393 |
Total P&L (%) | 692.5117 | 684.4906 | 8.0211 | 345.3783 | 308.9018 | 36.4764 |
Avg Daily Profit (%) | 0.3726 | 0.3683 | 0.0043 | 0.0804 | 0.0758 | 0.0167 |
Buy And Hold Return (%) | 114.2227 | 114.2227 | 114.2227 | 114.2227 | 114.2227 | 114.2227 |
Max Trade Drawdown | -135867 | -82585 | -148156 | -283945 | -240012 | -245581 |
Profit Factor | 1.6236 | 2.2178 | 1.0146 | 1.1438 | 1.2404 | 1.0327 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Losing Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Profitability (%) | 37.619 | 40 | 35.2381 | 37.619 | 40 | 35.2381 |
Ratio Avg Win / Avg Loss | 2.6923 | 3.3267 | 1.8647 | 1.8968 | 1.8606 | 1.8979 |
Largest Winning Trade | 261971 | 261971 | 67484 | 303046 | 303046 | 196790 |
Largest Losing Trade | -41289 | -27848 | -41289 | -91507 | -73378 | -91507 |
Avg Bars in Trades | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Winners | 61 | 57 | 66 | 61 | 57 | 66 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 7323 | 3639 | 3684 | 7323 | 3639 | 3684 |
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 | 296863 | 319008 | -562173 | -153604 | -98452 | -525759 |
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{ "first_band": { "type": "swma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 1.57531 } } }
# | 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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