Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9943143.7702 | 9905672.2342 | 37471.536 | 1651027.4291 | 2020581.7698 | -369554.3407 |
Total P&L (%) | 9943.1438 | 9905.6722 | 37.4715 | 1651.0274 | 2020.5818 | -369.5543 |
Avg Daily Profit (%) | 4.2003 | 4.1845 | 0.0158 | 0.121 | 0.1291 | 0 |
Buy And Hold Return (%) | 494.1876 | 494.1876 | 494.1876 | 494.1876 | 494.1876 | 494.1876 |
Max Trade Drawdown | -186532 | -159728 | -105301 | -4195068 | -3267252 | -1261288 |
Profit Factor | 15.9632 | 25.8726 | 1.1407 | 1.1483 | 1.276 | 0.903 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 39.0909 | 36.3636 | 41.8182 | 39.0909 | 36.3636 | 41.8182 |
Ratio Avg Win / Avg Loss | 24.8729 | 45.2771 | 1.5871 | 1.7892 | 2.233 | 1.2564 |
Largest Winning Trade | 9947738 | 9947738 | 50160 | 4640965 | 4640965 | 847398 |
Largest Losing Trade | -37118 | -37118 | -25622 | -1682693 | -1682693 | -525467 |
Avg Bars in Trades | 82 | 73 | 90 | 82 | 73 | 90 |
Avg Bars in Winners | 137 | 128 | 145 | 137 | 128 | 145 |
Avg Bars in Losers | 46 | 42 | 51 | 46 | 42 | 51 |
Bars Traded | 9047 | 4061 | 4986 | 9047 | 4061 | 4986 |
Profit Streak | 0 | 0 | 49.9857 | 0 | 0 | 49.9857 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 738791 | -161164 | -583903 | -94077 | -206980 | -760931 |
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{ "first_band": { "type": "rma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 2.50246 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 2.50246 } } }
# | 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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