Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485693.7001 | 530232.0016 | -44538.3015 | 3994.4869 | 154167.1512 | -150172.6644 |
Total P&L (%) | 485.6937 | 530.232 | -44.5383 | 3.9945 | 154.1672 | -150.1727 |
Avg Daily Profit (%) | 0.2331 | 0.2545 | -0.0214 | 0.0019 | 0.0448 | 0 |
Buy And Hold Return (%) | 58.0257 | 58.0257 | 58.0257 | 58.0257 | 58.0257 | 58.0257 |
Max Trade Drawdown | -174434 | -97848 | -111626 | -736709 | -426983 | -486316 |
Profit Factor | 1.6138 | 2.338 | 0.8872 | 1.0014 | 1.1043 | 0.886 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 37.766 | 39.3617 | 36.1702 | 37.766 | 39.3617 | 36.1702 |
Ratio Avg Win / Avg Loss | 2.6594 | 3.6017 | 1.5657 | 1.6502 | 1.7012 | 1.5636 |
Largest Winning Trade | 512330 | 512330 | 48850 | 492728 | 492728 | 190430 |
Largest Losing Trade | -32703 | -26967 | -32703 | -194761 | -162634 | -194761 |
Avg Bars in Trades | 129 | 117 | 141 | 129 | 117 | 141 |
Avg Bars in Winners | 219 | 188 | 254 | 219 | 188 | 254 |
Avg Bars in Losers | 75 | 72 | 78 | 75 | 72 | 78 |
Bars Traded | 24405 | 11062 | 13343 | 24405 | 11062 | 13343 |
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 | 258696 | 306568 | -583681 | -577694 | -245644 | -583681 |
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{ "first_band": { "type": "alma", "factors": { "length": 193, "offset": 124 } }, "second_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 2.83598 } } }
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# | 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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