Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219796.052 | 1143251.8455 | 76544.2064 | 3553689.2809 | 2169634.8233 | 1384054.4576 |
Total P&L (%) | 1219.7961 | 1143.2518 | 76.5442 | 3553.6893 | 2169.6348 | 1384.0545 |
Avg Daily Profit (%) | 0.6535 | 0.6125 | 0.041 | 0.193 | 0.1674 | 0.1446 |
Buy And Hold Return (%) | 311.9481 | 311.9481 | 311.9481 | 311.9481 | 311.9481 | 311.9481 |
Max Trade Drawdown | -74082 | -91807 | -89810 | -3058339 | -2977333 | -1638928 |
Profit Factor | 2.3167 | 3.4153 | 1.1689 | 1.1528 | 1.1745 | 1.1279 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 196 | 101 | 95 | 196 | 101 | 95 |
Profitability (%) | 36.3636 | 34.4156 | 38.3117 | 36.3636 | 34.4156 | 38.3117 |
Ratio Avg Win / Avg Loss | 4.0542 | 6.5085 | 1.8822 | 2.0174 | 2.2381 | 1.8161 |
Largest Winning Trade | 562131 | 562131 | 59204 | 2992912 | 2992912 | 1365044 |
Largest Losing Trade | -23557 | -19158 | -23557 | -784902 | -668353 | -784902 |
Avg Bars in Trades | 71 | 59 | 84 | 71 | 59 | 84 |
Avg Bars in Winners | 142 | 110 | 171 | 142 | 110 | 171 |
Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
Bars Traded | 22139 | 9179 | 12960 | 22139 | 9179 | 12960 |
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 | 371901 | 351550 | -341780 | -47045 | -25594 | -84415 |
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{ "first_band": { "type": "rma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 1.64362 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 1.64362 } } }
# | 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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