Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606300.5907 | 436667.7183 | 169632.8725 | -2311200.2814 | -1231314.7426 | -1079885.5388 |
Total P&L (%) | 606.3006 | 436.6677 | 169.6329 | -2311.2003 | -1231.3147 | -1079.8855 |
Avg Daily Profit (%) | 0.322 | 0.2319 | 0.0901 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161874 | -46336 | -204010 | -2490895 | -1391524 | -1351708 |
Profit Factor | 1.8295 | 2.9628 | 1.3337 | 0.602 | 0.5244 | 0.6644 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 84 | 41 | 43 | 51 | 30 | 21 |
Losing Trades | 47 | 25 | 22 | 80 | 36 | 44 |
Profitability (%) | 64.1221 | 62.1212 | 66.1538 | 38.9313 | 45.4545 | 32.3077 |
Ratio Avg Win / Avg Loss | 1.0237 | 1.8066 | 0.6823 | 0.9443 | 0.6293 | 1.392 |
Largest Winning Trade | 153716 | 153716 | 50431 | 644630 | 233680 | 644630 |
Largest Losing Trade | -128768 | -29343 | -128768 | -495680 | -495680 | -239918 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 26 | 21 | 30 | 28 | 30 | 24 |
Avg Bars in Losers | 29 | 31 | 28 | 27 | 21 | 32 |
Bars Traded | 3608 | 1682 | 1926 | 3608 | 1682 | 1926 |
Profit Streak | 0 | 0 | 79.6852 | 55.1852 | 77.6852 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500260 | -108779 | -202819 | -583895 | -706168 | -717672 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 2.79657 } }, "second_band": { "type": "alma", "factors": { "length": 51, "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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