Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896352.9592 | 844975.1221 | 51377.8372 | 63062.6315 | 271182.1902 | -208119.5588 |
Total P&L (%) | 896.353 | 844.9751 | 51.3778 | 63.0626 | 271.1822 | -208.1196 |
Avg Daily Profit (%) | 0.3764 | 0.3548 | 0.0216 | 0.0205 | 0.0551 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207088 | -101739 | -174325 | -795737 | -497007 | -445775 |
Profit Factor | 2.0651 | 2.9047 | 1.1291 | 1.0295 | 1.2319 | 0.7859 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 39.0476 | 35.8491 | 42.3077 | 39.0476 | 35.8491 | 42.3077 |
Ratio Avg Win / Avg Loss | 3.2235 | 5.198 | 1.5397 | 1.607 | 2.2045 | 1.0716 |
Largest Winning Trade | 739235 | 739235 | 63312 | 761634 | 761634 | 183574 |
Largest Losing Trade | -57337 | -57337 | -53662 | -251350 | -251350 | -171037 |
Avg Bars in Trades | 88 | 72 | 104 | 88 | 72 | 104 |
Avg Bars in Winners | 161 | 137 | 181 | 161 | 137 | 181 |
Avg Bars in Losers | 41 | 36 | 47 | 41 | 36 | 47 |
Bars Traded | 9270 | 3856 | 5414 | 9270 | 3856 | 5414 |
Profit Streak | 0 | 0 | 44.0545 | 0 | 0 | 44.0545 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341692 | -170651 | -425185 | -356885 | -304129 | -761604 |
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{ "first_band": { "type": "rma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 70, "offset": 0, "multiplier": 2.97982 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 70, "offset": 0, "multiplier": 2.97982 } } }
# | 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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