Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276806.7124 | 209713.8742 | 67092.8381 | 196071.645 | 369106.511 | -173034.866 |
Total P&L (%) | 276.8067 | 209.7139 | 67.0928 | 196.0716 | 369.1065 | -173.0349 |
Avg Daily Profit (%) | 0.195 | 0.1477 | 0.0473 | 0.0765 | 0.1089 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82704 | -37669 | -103540 | -326823 | -168186 | -406115 |
Profit Factor | 1.3887 | 1.6836 | 1.1655 | 1.09 | 1.3942 | 0.8607 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Losing Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Profitability (%) | 53.2468 | 57.1429 | 49.3506 | 53.2468 | 57.1429 | 49.3506 |
Ratio Avg Win / Avg Loss | 1.2194 | 1.2627 | 1.1962 | 0.9571 | 1.0456 | 0.8834 |
Largest Winning Trade | 45635 | 39200 | 45635 | 148980 | 148980 | 114079 |
Largest Losing Trade | -44492 | -24832 | -44492 | -169777 | -81876 | -169777 |
Avg Bars in Trades | 35 | 28 | 41 | 35 | 28 | 41 |
Avg Bars in Winners | 36 | 25 | 49 | 36 | 25 | 49 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 5423 | 2227 | 3196 | 5423 | 2227 | 3196 |
Profit Streak | 7.7737 | 7.7737 | 17.0237 | 7.7737 | 7.7737 | 17.0237 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380467 | -33543 | -210076 | -211649 | -86684 | -622418 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 231, "offset": 0, "multiplier": 3.41513 } }, "second_band": { "type": "swma", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 231, "offset": 0, "multiplier": 3.41513 } }, "second_band": { "type": "swma", "factors": { "length": 18, "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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