Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459696.9414 | 261529.3189 | 198167.6225 | 980798.0386 | 1208071.3422 | -227273.3035 |
Total P&L (%) | 459.6969 | 261.5293 | 198.1676 | 980.798 | 1208.0713 | -227.2733 |
Avg Daily Profit (%) | 0.272 | 0.1547 | 0.1172 | 0.1409 | 0.1522 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97533 | -48420 | -94715 | -1004752 | -411320 | -1187785 |
Profit Factor | 1.6265 | 1.7998 | 1.4871 | 1.1923 | 1.5918 | 0.9257 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 59.375 | 60 | 58.75 | 59.375 | 60 | 58.75 |
Ratio Avg Win / Avg Loss | 1.1128 | 1.1999 | 1.0441 | 0.8158 | 1.0612 | 0.65 |
Largest Winning Trade | 53789 | 53789 | 52123 | 346658 | 286849 | 346658 |
Largest Losing Trade | -66690 | -24955 | -66690 | -865627 | -196745 | -865627 |
Avg Bars in Trades | 41 | 27 | 55 | 41 | 27 | 55 |
Avg Bars in Winners | 45 | 24 | 68 | 45 | 24 | 68 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 6603 | 2193 | 4410 | 6603 | 2193 | 4410 |
Profit Streak | 3.5942 | 47.5942 | 0 | 3.5942 | 47.5942 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419875 | -7080 | -53302 | -13732 | -7120 | -598824 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 4.56741 } }, "second_band": { "type": "zlma", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 4.56741 } }, "second_band": { "type": "zlma", "factors": { "length": 127, "offset": 0 } } }
# | 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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