Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530906.1152 | 288155.3438 | 242750.7713 | 1182591.6834 | -142303.5736 | 1324895.257 |
Total P&L (%) | 530.9061 | 288.1553 | 242.7508 | 1182.5917 | -142.3036 | 1324.8953 |
Avg Daily Profit (%) | 0.2941 | 0.1596 | 0.1345 | 0.1415 | 0 | 0.1473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67151 | -63758 | -36787 | -1284970 | -1033618 | -710122 |
Profit Factor | 2.5362 | 2.3621 | 2.811 | 1.2551 | 0.9464 | 1.6693 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Losing Trades | 44 | 29 | 15 | 44 | 29 | 15 |
Profitability (%) | 49.4253 | 34.0909 | 65.1163 | 49.4253 | 34.0909 | 65.1163 |
Ratio Avg Win / Avg Loss | 2.5952 | 4.5667 | 1.5059 | 1.2843 | 1.8297 | 0.8943 |
Largest Winning Trade | 334149 | 334149 | 59664 | 469030 | 438390 | 469030 |
Largest Losing Trade | -33608 | -19384 | -33608 | -400526 | -400526 | -375275 |
Avg Bars in Trades | 121 | 80 | 163 | 121 | 80 | 163 |
Avg Bars in Winners | 204 | 159 | 228 | 204 | 159 | 228 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 10570 | 3558 | 7012 | 10570 | 3558 | 7012 |
Profit Streak | 0 | 0 | 12.5204 | 0 | 0 | 12.5204 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492702 | 203282 | -5497 | -3963 | -584128 | 252400 |
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{ "first_band": { "type": "rma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 2.64348 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 2.64348 } } }
# | 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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