Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88831.0748 | 50009.9449 | 38821.1299 | 93613.5952 | 57059.7748 | 36553.8204 |
Total P&L (%) | 88.8311 | 50.0099 | 38.8211 | 93.6136 | 57.0598 | 36.5538 |
Avg Daily Profit (%) | 0.3411 | 0.192 | 0.1491 | 0.254 | 0.1735 | 0.1197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45774 | -29354 | -40357 | -72569 | -49627 | -66139 |
Profit Factor | 1.3403 | 1.4505 | 1.2587 | 1.233 | 1.3283 | 1.1603 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Profitability (%) | 57.3604 | 59.1837 | 55.5556 | 57.3604 | 59.1837 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.9963 | 1.0004 | 1.007 | 0.9166 | 0.9161 | 0.9283 |
Largest Winning Trade | 18310 | 15895 | 18310 | 23681 | 23212 | 23681 |
Largest Losing Trade | -20741 | -13420 | -20741 | -29510 | -24589 | -29510 |
Avg Bars in Trades | 121 | 119 | 124 | 121 | 119 | 124 |
Avg Bars in Winners | 78 | 74 | 82 | 78 | 74 | 82 |
Avg Bars in Losers | 180 | 184 | 177 | 180 | 184 | 177 |
Bars Traded | 24032 | 11667 | 12365 | 24032 | 11667 | 12365 |
Profit Streak | 4.4775 | 13.8838 | 4.4775 | 4.4775 | 13.8838 | 4.4775 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333035 | 298267 | 114627 | 282642 | 222601 | -81850 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 4.14822 } }, "second_band": { "type": "swma", "factors": { "length": 100, "offset": 243 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 4.14822 } }, "second_band": { "type": "swma", "factors": { "length": 100, "offset": 243 } } }
# | 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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