Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889004.4579 | 784036.2413 | 104968.2165 | 610255.8702 | 418923.4518 | 191332.4185 |
Total P&L (%) | 889.0045 | 784.0362 | 104.9682 | 610.2559 | 418.9235 | 191.3324 |
Avg Daily Profit (%) | 0.369 | 0.3254 | 0.0436 | 0.0814 | 0.0684 | 0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110702 | -92955 | -62018 | -969468 | -876905 | -375648 |
Profit Factor | 2.736 | 3.8547 | 1.4421 | 1.2048 | 1.2552 | 1.143 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 36.6071 | 35.7143 | 37.5 | 36.6071 | 35.7143 | 37.5 |
Ratio Avg Win / Avg Loss | 4.7379 | 6.9384 | 2.4034 | 2.0864 | 2.2594 | 1.905 |
Largest Winning Trade | 717844 | 717844 | 65953 | 1182246 | 1182246 | 271634 |
Largest Losing Trade | -29830 | -28853 | -29830 | -325681 | -325681 | -218213 |
Avg Bars in Trades | 84 | 62 | 105 | 84 | 62 | 105 |
Avg Bars in Winners | 184 | 130 | 234 | 184 | 130 | 234 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 9408 | 3510 | 5898 | 9408 | 3510 | 5898 |
Profit Streak | 0 | 0 | 11.2706 | 0 | 0 | 11.2706 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352510 | -169823 | -317209 | -88147 | -286616 | -380305 |
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{ "first_band": { "type": "rma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 109, "offset": 0, "multiplier": 1.88023 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 109, "offset": 0, "multiplier": 1.88023 } } }
# | 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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