Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1292875.2438 | 1178705.7812 | 114169.4626 | 8930489.0802 | 11360880.2757 | -2430391.1955 |
Total P&L (%) | 1292.8752 | 1178.7058 | 114.1695 | 8930.4891 | 11360.8803 | -2430.3912 |
Avg Daily Profit (%) | 0.7046 | 0.6423 | 0.0622 | 0.2457 | 0.2587 | 0 |
Buy And Hold Return (%) | 739.1667 | 739.1667 | 739.1667 | 739.1667 | 739.1667 | 739.1667 |
Max Trade Drawdown | -132156 | -80655 | -61430 | -10269795 | -5808098 | -7814961 |
Profit Factor | 3.0012 | 4.491 | 1.3702 | 1.153 | 1.3857 | 0.9159 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 52.2727 | 52.2727 | 52.2727 | 52.2727 | 52.2727 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.7402 | 4.1005 | 1.251 | 1.0527 | 1.2652 | 0.8363 |
Largest Winning Trade | 594674 | 594674 | 73878 | 9215509 | 9215509 | 3123659 |
Largest Losing Trade | -41135 | -41135 | -35046 | -5808098 | -5808098 | -3926067 |
Avg Bars in Trades | 38 | 45 | 31 | 38 | 45 | 31 |
Avg Bars in Winners | 47 | 60 | 35 | 47 | 60 | 35 |
Avg Bars in Losers | 28 | 30 | 27 | 28 | 30 | 27 |
Bars Traded | 3417 | 2021 | 1396 | 3417 | 2021 | 1396 |
Profit Streak | 0 | 102.4958 | 0 | 0 | 102.4958 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361822 | 394563 | -274760 | -43267 | 376502 | -580424 |
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{ "first_band": { "type": "swma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.49896 } } }
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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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