Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404424.6131 | 355154.4225 | 49270.1906 | 157942.5615 | 30983.0386 | 126959.5229 |
Total P&L (%) | 404.4246 | 355.1544 | 49.2702 | 157.9426 | 30.983 | 126.9595 |
Avg Daily Profit (%) | 0.2047 | 0.1797 | 0.0249 | 0.048 | 0.0137 | 0.0415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195814 | -138691 | -169500 | -2461100 | -2024114 | -972530 |
Profit Factor | 1.5635 | 2.1043 | 1.1244 | 1.0275 | 1.0094 | 1.0516 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 47.6563 | 48.4375 | 46.875 | 47.6563 | 48.4375 | 46.875 |
Ratio Avg Win / Avg Loss | 1.7173 | 2.24 | 1.2743 | 1.1285 | 1.0746 | 1.1918 |
Largest Winning Trade | 117202 | 117202 | 64628 | 1029340 | 838995 | 1029340 |
Largest Losing Trade | -56872 | -43353 | -56872 | -1136747 | -1136747 | -334162 |
Avg Bars in Trades | 90 | 86 | 95 | 90 | 86 | 95 |
Avg Bars in Winners | 133 | 125 | 141 | 133 | 125 | 141 |
Avg Bars in Losers | 51 | 49 | 53 | 51 | 49 | 53 |
Bars Traded | 11600 | 5514 | 6086 | 11600 | 5514 | 6086 |
Profit Streak | 0 | 0 | 657.4116 | 0 | 0 | 657.4116 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356187 | -128338 | -383720 | -319725 | -527557 | -440367 |
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{ "first_band": { "type": "alma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 224, "offset": 0, "multiplier": 2.94788 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 224, "offset": 0, "multiplier": 2.94788 } } }
# | 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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