Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228903.9244 | 253752.0747 | -24848.1503 | 78938.4247 | 1637168.9901 | -1558230.5654 |
Total P&L (%) | 228.9039 | 253.7521 | -24.8482 | 78.9384 | 1637.169 | -1558.2306 |
Avg Daily Profit (%) | 0.2616 | 0.2899 | -0.0284 | 0.0665 | 0.3267 | 0 |
Buy And Hold Return (%) | 232.8396 | 232.8396 | 232.8396 | 232.8396 | 232.8396 | 232.8396 |
Max Trade Drawdown | -176269 | -82721 | -184326 | -2030026 | -502288 | -2215683 |
Profit Factor | 1.2646 | 1.7567 | 0.9531 | 1.0141 | 1.9072 | 0.5884 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Losing Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Profitability (%) | 55.8952 | 60.5263 | 51.3043 | 55.8952 | 60.5263 | 51.3043 |
Ratio Avg Win / Avg Loss | 0.9978 | 1.1457 | 0.9046 | 0.8002 | 1.2438 | 0.5585 |
Largest Winning Trade | 38902 | 38902 | 28272 | 297538 | 297538 | 250260 |
Largest Losing Trade | -52599 | -17405 | -52599 | -986997 | -137304 | -986997 |
Avg Bars in Trades | 22 | 17 | 26 | 22 | 17 | 26 |
Avg Bars in Winners | 21 | 17 | 26 | 21 | 17 | 26 |
Avg Bars in Losers | 23 | 17 | 27 | 23 | 17 | 27 |
Bars Traded | 5073 | 1985 | 3088 | 5073 | 1985 | 3088 |
Profit Streak | 6.8982 | 0 | 8.5649 | 6.8982 | 0 | 8.5649 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156504 | -125834 | -579457 | -473641 | 468801 | -579457 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 3.03612 } }, "second_band": { "type": "zlma", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 3.03612 } }, "second_band": { "type": "zlma", "factors": { "length": 139, "offset": 0 } } }
# | 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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