Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738734.0068 | 597214.0232 | 141519.9837 | 5675361.0094 | 4066694.7268 | 1608666.2825 |
Total P&L (%) | 738.734 | 597.214 | 141.52 | 5675.361 | 4066.6947 | 1608.6663 |
Avg Daily Profit (%) | 0.3547 | 0.2867 | 0.0679 | 0.1949 | 0.1792 | 0.1364 |
Buy And Hold Return (%) | 171.6718 | 171.6718 | 171.6718 | 171.6718 | 171.6718 | 171.6718 |
Max Trade Drawdown | -93581 | -72914 | -120526 | -8775396 | -7217028 | -4734550 |
Profit Factor | 1.663 | 2.0144 | 1.2693 | 1.1363 | 1.1652 | 1.0946 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Losing Trades | 236 | 121 | 115 | 236 | 121 | 115 |
Profitability (%) | 39.3316 | 37.9487 | 40.7216 | 39.3316 | 37.9487 | 40.7216 |
Ratio Avg Win / Avg Loss | 2.5651 | 3.2938 | 1.8477 | 1.7528 | 1.9052 | 1.5934 |
Largest Winning Trade | 161235 | 161235 | 49075 | 8491473 | 8491473 | 1470872 |
Largest Losing Trade | -32734 | -25247 | -32734 | -1919729 | -1919729 | -1833130 |
Avg Bars in Trades | 63 | 61 | 65 | 63 | 61 | 65 |
Avg Bars in Winners | 114 | 109 | 119 | 114 | 109 | 119 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 24806 | 12005 | 12800 | 24806 | 12005 | 12800 |
Profit Streak | 0 | 0 | 23.8019 | 0 | 0 | 23.8019 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303898 | 205211 | -269584 | -63554 | -34064 | -128537 |
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{ "first_band": { "type": "rma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 3.59394 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 3.59394 } } }
# | 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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