Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248688.0411 | 1188003.1324 | 60684.9087 | 244702.2537 | 348656.143 | -103953.8893 |
Total P&L (%) | 1248.688 | 1188.0031 | 60.6849 | 244.7023 | 348.6561 | -103.9539 |
Avg Daily Profit (%) | 0.5292 | 0.5035 | 0.0257 | 0.0525 | 0.0636 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117925 | -112696 | -133809 | -988755 | -787715 | -534147 |
Profit Factor | 2.7869 | 4.7885 | 1.1575 | 1.0908 | 1.2546 | 0.9216 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 41.2844 | 34.5455 | 48.1481 | 41.2844 | 34.5455 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.9636 | 9.0729 | 1.2466 | 1.5514 | 2.3771 | 0.9925 |
Largest Winning Trade | 1182189 | 1182189 | 57559 | 1063344 | 1063344 | 222691 |
Largest Losing Trade | -55071 | -27850 | -55071 | -306162 | -284775 | -306162 |
Avg Bars in Trades | 40 | 34 | 46 | 40 | 34 | 46 |
Avg Bars in Winners | 62 | 50 | 71 | 62 | 50 | 71 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 4410 | 1909 | 2501 | 4410 | 1909 | 2501 |
Profit Streak | 0 | 0 | 73.8138 | 0 | 0 | 73.8138 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470546 | -168071 | -386593 | -245489 | -293380 | -760995 |
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{ "first_band": { "type": "rma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 173, "offset": 0, "multiplier": 2.07271 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 173, "offset": 0, "multiplier": 2.07271 } } }
# | 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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