Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393641.9358 | 354357.9752 | 39283.9605 | 1013489.6959 | 1348085.0171 | -334595.3212 |
Total P&L (%) | 393.6419 | 354.358 | 39.284 | 1013.4897 | 1348.085 | -334.5953 |
Avg Daily Profit (%) | 0.446 | 0.4015 | 0.0445 | 0.2734 | 0.3033 | 0 |
Buy And Hold Return (%) | 375.6551 | 375.6551 | 375.6551 | 375.6551 | 375.6551 | 375.6551 |
Max Trade Drawdown | -49247 | -31040 | -55771 | -823593 | -556782 | -859176 |
Profit Factor | 2.4231 | 3.7297 | 1.2676 | 1.3417 | 1.9828 | 0.7901 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 47.8873 | 50 | 45.7143 | 47.8873 | 50 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.6369 | 3.7297 | 1.5053 | 1.4601 | 1.9828 | 0.9383 |
Largest Winning Trade | 140394 | 140394 | 35353 | 790349 | 790349 | 483739 |
Largest Losing Trade | -22814 | -22814 | -17929 | -404432 | -404432 | -287411 |
Avg Bars in Trades | 67 | 71 | 63 | 67 | 71 | 63 |
Avg Bars in Winners | 105 | 116 | 92 | 105 | 116 | 92 |
Avg Bars in Losers | 32 | 26 | 38 | 32 | 26 | 38 |
Bars Traded | 4775 | 2567 | 2208 | 4775 | 2567 | 2208 |
Profit Streak | 0 | 0 | 14.158 | 0 | 0 | 14.158 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -228640 | -149573 | -299327 | -86474 | 363505 | -581859 |
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{ "first_band": { "type": "ema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 2.72708 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 2.72708 } } }
# | 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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