Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426839.5013 | 374165.3706 | 52674.1307 | 408888.6661 | 375649.776 | 33238.8901 |
Total P&L (%) | 426.8395 | 374.1654 | 52.6741 | 408.8887 | 375.6498 | 33.2389 |
Avg Daily Profit (%) | 0.2159 | 0.1893 | 0.0266 | 0.0823 | 0.0789 | 0.0145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118283 | -55619 | -180560 | -898780 | -615038 | -484565 |
Profit Factor | 1.6507 | 2.393 | 1.136 | 1.1535 | 1.297 | 1.0238 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 47.8261 | 51.7241 | 43.8596 | 47.8261 | 51.7241 | 43.8596 |
Ratio Avg Win / Avg Loss | 1.8007 | 2.2335 | 1.454 | 1.2583 | 1.2105 | 1.3104 |
Largest Winning Trade | 100615 | 100615 | 78781 | 293932 | 293932 | 288350 |
Largest Losing Trade | -53494 | -30653 | -53494 | -265164 | -265164 | -199671 |
Avg Bars in Trades | 63 | 58 | 69 | 63 | 58 | 69 |
Avg Bars in Winners | 93 | 83 | 106 | 93 | 83 | 106 |
Avg Bars in Losers | 36 | 32 | 40 | 36 | 32 | 40 |
Bars Traded | 7348 | 3411 | 3937 | 7348 | 3411 | 3937 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372358 | -167743 | -411837 | -135270 | -267340 | -553117 |
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{ "first_band": { "type": "ema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 2.50375 } } }
# | 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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