Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1076236.7097 | 1133674.8267 | -57438.1169 | -50010.7048 | 582404.6329 | -632415.3377 |
Total P&L (%) | 1076.2367 | 1133.6748 | -57.4381 | -50.0107 | 582.4046 | -632.4153 |
Avg Daily Profit (%) | 0.5812 | 0.6122 | -0.031 | -0.0374 | 0.1038 | 0 |
Buy And Hold Return (%) | 31.4058 | 31.4058 | 31.4058 | 31.4058 | 31.4058 | 31.4058 |
Max Trade Drawdown | -231666 | -138985 | -150733 | -1277733 | -778566 | -695455 |
Profit Factor | 2.1074 | 3.2689 | 0.8784 | 0.9814 | 1.4942 | 0.5809 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 39.8907 | 39.1304 | 40.6593 | 39.8907 | 39.1304 | 40.6593 |
Ratio Avg Win / Avg Loss | 3.1755 | 5.0849 | 1.2819 | 1.4788 | 2.3243 | 0.8478 |
Largest Winning Trade | 1204144 | 1204144 | 67632 | 1134432 | 1134432 | 335649 |
Largest Losing Trade | -51095 | -33515 | -51095 | -325813 | -164968 | -325813 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 93 | 87 | 99 | 93 | 87 | 99 |
Avg Bars in Losers | 35 | 40 | 30 | 35 | 40 | 30 |
Bars Traded | 10764 | 5416 | 5348 | 10764 | 5416 | 5348 |
Profit Streak | 0 | 0 | 20.388 | 0 | 0 | 20.388 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443883 | 477868 | -582500 | -582084 | -56197 | -584167 |
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 3.32146 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 3.32146 } } }
# | 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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