Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314099.697 | 228916.9095 | 85182.7875 | 346603.402 | 132822.189 | 213781.213 |
Total P&L (%) | 314.0997 | 228.9169 | 85.1828 | 346.6034 | 132.8222 | 213.7812 |
Avg Daily Profit (%) | 0.2926 | 0.2133 | 0.0794 | 0.1395 | 0.0788 | 0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101256 | -77297 | -51036 | -663683 | -530549 | -339208 |
Profit Factor | 1.8283 | 2.1683 | 1.4647 | 1.1544 | 1.117 | 1.1928 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 46.0674 | 37.7778 | 54.5455 | 46.0674 | 37.7778 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.1404 | 3.5714 | 1.2206 | 1.3515 | 1.8397 | 0.994 |
Largest Winning Trade | 205223 | 205223 | 34366 | 249809 | 205223 | 249809 |
Largest Losing Trade | -30919 | -30919 | -27773 | -212089 | -167575 | -212089 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 50 | 47 | 52 | 50 | 47 | 52 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 2969 | 1308 | 1661 | 2969 | 1308 | 1661 |
Profit Streak | 0 | 0 | 38.6219 | 0 | 0 | 38.6219 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381236 | 268212 | -83820 | -58710 | -182938 | -58698 |
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{ "first_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.89929 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.89929 } } }
# | 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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