Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480976.5208 | 361338.102 | 119638.4188 | -648243.2503 | -222540.0666 | -425703.1837 |
Total P&L (%) | 480.9765 | 361.3381 | 119.6384 | -648.2433 | -222.5401 | -425.7032 |
Avg Daily Profit (%) | 0.2554 | 0.1919 | 0.0635 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163646 | -61704 | -193267 | -792882 | -357058 | -612902 |
Profit Factor | 1.6492 | 2.376 | 1.2501 | 0.677 | 0.7305 | 0.6396 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 81 | 39 | 42 | 48 | 28 | 20 |
Losing Trades | 45 | 24 | 21 | 78 | 35 | 43 |
Profitability (%) | 64.2857 | 61.9048 | 66.6667 | 38.0952 | 44.4444 | 31.746 |
Ratio Avg Win / Avg Loss | 0.9162 | 1.4621 | 0.6251 | 1.1001 | 0.9131 | 1.375 |
Largest Winning Trade | 153716 | 153716 | 37902 | 206551 | 84642 | 206551 |
Largest Losing Trade | -128768 | -36908 | -128768 | -189270 | -121352 | -189270 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 27 | 22 | 31 | 29 | 29 | 28 |
Avg Bars in Losers | 29 | 29 | 30 | 27 | 21 | 32 |
Bars Traded | 3545 | 1575 | 1970 | 3545 | 1575 | 1970 |
Profit Streak | 78.3244 | 98.8244 | 78.3244 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441846 | -132535 | -253941 | -583129 | -729618 | -733168 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 2.52856 } }, "second_band": { "type": "alma", "factors": { "length": 53, "offset": 0 } } }
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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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