Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307579.8934 | 188090.4853 | 119489.4081 | -454635.5223 | -81673.8231 | -372961.6992 |
Total P&L (%) | 307.5799 | 188.0905 | 119.4894 | -454.6355 | -81.6738 | -372.9617 |
Avg Daily Profit (%) | 0.1611 | 0.0985 | 0.0626 | 0 | -0.0888 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145704 | -69041 | -154826 | -465781 | -180001 | -359700 |
Profit Factor | 1.4997 | 1.8011 | 1.3138 | 0.4884 | 0.7406 | 0.35 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 51 | 28 | 23 | 33 | 15 | 18 |
Losing Trades | 34 | 14 | 20 | 52 | 27 | 25 |
Profitability (%) | 60 | 66.6667 | 53.4884 | 38.8235 | 35.7143 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.9998 | 0.9005 | 1.1424 | 0.7696 | 1.3331 | 0.4862 |
Largest Winning Trade | 62052 | 58936 | 62052 | 66045 | 54189 | 66045 |
Largest Losing Trade | -128171 | -53188 | -128171 | -142458 | -117205 | -142458 |
Avg Bars in Trades | 42 | 31 | 53 | 42 | 31 | 53 |
Avg Bars in Winners | 37 | 26 | 50 | 46 | 40 | 50 |
Avg Bars in Losers | 50 | 41 | 56 | 40 | 25 | 55 |
Bars Traded | 3616 | 1313 | 2303 | 3616 | 1313 | 2303 |
Profit Streak | 92.281 | 114.281 | 92.281 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348722 | -58029 | -108118 | -584897 | -584623 | -583892 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 3.33568 } }, "second_band": { "type": "swma", "factors": { "length": 102, "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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