Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2199365.8556 | 2066498.3559 | 132867.4997 | 8219307.1911 | -4992524.2876 | 13211831.4787 |
Total P&L (%) | 2199.3659 | 2066.4984 | 132.8675 | 8219.3072 | -4992.5243 | 13211.8315 |
Avg Daily Profit (%) | 1.2241 | 1.1502 | 0.074 | 0.2464 | 0 | 0.2726 |
Buy And Hold Return (%) | 261.4498 | 261.4498 | 261.4498 | 261.4498 | 261.4498 | 261.4498 |
Max Trade Drawdown | -98638 | -72365 | -79003 | -25914326 | -20792205 | -15381087 |
Profit Factor | 3.9392 | 6.3961 | 1.3637 | 1.0789 | 0.9172 | 1.3012 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 44.0945 | 42.1875 | 46.0317 | 44.0945 | 42.1875 | 46.0317 |
Ratio Avg Win / Avg Loss | 4.9943 | 8.765 | 1.5988 | 1.3679 | 1.2568 | 1.5256 |
Largest Winning Trade | 1109776 | 1109776 | 58491 | 7648703 | 7648703 | 6147189 |
Largest Losing Trade | -53114 | -32634 | -53114 | -10392098 | -9478382 | -10392098 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 64 | 57 | 71 | 64 | 57 | 71 |
Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
Bars Traded | 5146 | 2505 | 2641 | 5146 | 2505 | 2641 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 669286 | -120498 | -406620 | -127225 | -721607 | -138362 |
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{ "first_band": { "type": "sma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 2.28739 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 2.28739 } } }
# | 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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