Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782185.7436 | 741266.0125 | 40919.7311 | 527067.1433 | 635254.6573 | -108187.514 |
Total P&L (%) | 782.1857 | 741.266 | 40.9197 | 527.0671 | 635.2547 | -108.1875 |
Avg Daily Profit (%) | 0.4266 | 0.4042 | 0.0223 | 0.1002 | 0.1089 | 0 |
Buy And Hold Return (%) | 237.4907 | 237.4907 | 237.4907 | 237.4907 | 237.4907 | 237.4907 |
Max Trade Drawdown | -97474 | -89376 | -48877 | -509623 | -406323 | -273898 |
Profit Factor | 2.4186 | 3.7108 | 1.1472 | 1.233 | 1.5808 | 0.9074 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 40.8696 | 39.6552 | 42.1053 | 40.8696 | 39.6552 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.4992 | 5.6469 | 1.5774 | 1.7839 | 2.4056 | 1.2477 |
Largest Winning Trade | 659782 | 659782 | 57812 | 626019 | 626019 | 262817 |
Largest Losing Trade | -41918 | -30818 | -41918 | -187195 | -151812 | -187195 |
Avg Bars in Trades | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Winners | 108 | 98 | 118 | 108 | 98 | 118 |
Avg Bars in Losers | 28 | 31 | 25 | 28 | 31 | 25 |
Bars Traded | 7067 | 3381 | 3686 | 7067 | 3381 | 3686 |
Profit Streak | 0 | 0 | 20.3899 | 0 | 0 | 20.3899 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305515 | -170726 | -568873 | -66721 | -232094 | -761682 |
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{ "first_band": { "type": "sma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 188, "offset": 65, "multiplier": 2.81951 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 188, "offset": 65, "multiplier": 2.81951 } } }
# | 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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