Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046776.5444 | 959131.6601 | 87644.8843 | 358387.8573 | 1087801.2109 | -729413.3536 |
Total P&L (%) | 1046.7765 | 959.1317 | 87.6449 | 358.3879 | 1087.8012 | -729.4134 |
Avg Daily Profit (%) | 0.4336 | 0.3973 | 0.0363 | 0.0631 | 0.1026 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111270 | -89807 | -132451 | -1347882 | -494877 | -1142399 |
Profit Factor | 2.7809 | 4.1778 | 1.3065 | 1.131 | 1.9763 | 0.5502 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.4226 | 5.9186 | 1.3998 | 1.392 | 2.7998 | 0.5895 |
Largest Winning Trade | 726682 | 726682 | 67979 | 1297528 | 1297528 | 172368 |
Largest Losing Trade | -64167 | -45124 | -64167 | -781969 | -313215 | -781969 |
Avg Bars in Trades | 78 | 71 | 86 | 78 | 71 | 86 |
Avg Bars in Winners | 117 | 103 | 128 | 117 | 103 | 128 |
Avg Bars in Losers | 47 | 48 | 47 | 47 | 48 | 47 |
Bars Traded | 4581 | 2067 | 2514 | 4581 | 2067 | 2514 |
Profit Streak | 0 | 0 | 322.5154 | 0 | 0 | 322.5154 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166169 | 486312 | -144032 | -366624 | -55286 | -580537 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 4.35582 } }, "second_band": { "type": "zlma", "factors": { "length": 57, "offset": 0 } } }
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# | 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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