Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347200.9078 | 147513.7121 | 199687.1957 | 95738.5672 | -289180.5915 | 384919.1586 |
Total P&L (%) | 347.2009 | 147.5137 | 199.6872 | 95.7386 | -289.1806 | 384.9192 |
Avg Daily Profit (%) | 0.226 | 0.096 | 0.13 | 0.0437 | 0 | 0.1028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157131 | -151511 | -89874 | -553516 | -656339 | -227463 |
Profit Factor | 1.317 | 1.2276 | 1.4466 | 1.0312 | 0.8382 | 1.3011 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 143 | 74 | 69 | 143 | 74 | 69 |
Profitability (%) | 45.8333 | 43.9394 | 47.7273 | 45.8333 | 43.9394 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.5565 | 1.5663 | 1.5844 | 1.2187 | 1.0694 | 1.425 |
Largest Winning Trade | 231056 | 231056 | 58594 | 231056 | 231056 | 171925 |
Largest Losing Trade | -26083 | -26083 | -26037 | -144938 | -143531 | -144938 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 31 | 24 | 37 | 31 | 24 | 37 |
Avg Bars in Losers | 15 | 18 | 13 | 15 | 18 | 13 |
Bars Traded | 6017 | 2749 | 3268 | 6017 | 2749 | 3268 |
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 | 330500 | -66328 | -18242 | -320652 | -581394 | -56449 |
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{ "first_band": { "type": "ema", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 2.54918 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 2.54918 } } }
# | 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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