Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445620.4625 | 1299709.6374 | 145910.8251 | 1029288.277 | -46608.7897 | 1075897.0667 |
Total P&L (%) | 1445.6205 | 1299.7096 | 145.9108 | 1029.2883 | -46.6088 | 1075.8971 |
Avg Daily Profit (%) | 0.6121 | 0.5503 | 0.0618 | 0.1027 | -0.0266 | 0.1044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81636 | -84528 | -125280 | -947638 | -1454332 | -476204 |
Profit Factor | 3.3872 | 5.1846 | 1.4946 | 1.2174 | 0.9838 | 1.581 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 41.4414 | 37.5 | 45.4545 | 41.4414 | 37.5 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.7862 | 8.641 | 1.7936 | 1.7202 | 1.6397 | 1.8972 |
Largest Winning Trade | 1308477 | 1308477 | 53842 | 1342804 | 1342804 | 585316 |
Largest Losing Trade | -45106 | -45106 | -31743 | -643081 | -643081 | -337719 |
Avg Bars in Trades | 83 | 61 | 104 | 83 | 61 | 104 |
Avg Bars in Winners | 137 | 107 | 162 | 137 | 107 | 162 |
Avg Bars in Losers | 44 | 34 | 56 | 44 | 34 | 56 |
Bars Traded | 9225 | 3469 | 5756 | 9225 | 3469 | 5756 |
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 | 540137 | -166232 | -289870 | -57804 | -763194 | -232086 |
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{ "first_band": { "type": "rma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 2.64075 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 2.64075 } } }
# | 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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