Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626271.3483 | 488345.1476 | 137926.2007 | 136324.7706 | 69506.0319 | 66818.7386 |
Total P&L (%) | 626.2713 | 488.3451 | 137.9262 | 136.3248 | 69.506 | 66.8187 |
Avg Daily Profit (%) | 0.4208 | 0.3281 | 0.0927 | 0.0578 | 0.0355 | 0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117613 | -117390 | -93173 | -539202 | -399959 | -372565 |
Profit Factor | 1.4974 | 1.6744 | 1.2578 | 1.0364 | 1.0324 | 1.0417 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 179 | 95 | 84 | 179 | 95 | 84 |
Profitability (%) | 42.0712 | 38.7097 | 45.4545 | 42.0712 | 38.7097 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.0618 | 2.6511 | 1.5094 | 1.427 | 1.6346 | 1.25 |
Largest Winning Trade | 444483 | 444483 | 35954 | 270347 | 270347 | 125236 |
Largest Losing Trade | -30621 | -24470 | -30621 | -105387 | -105387 | -91102 |
Avg Bars in Trades | 56 | 55 | 58 | 56 | 55 | 58 |
Avg Bars in Winners | 79 | 73 | 84 | 79 | 73 | 84 |
Avg Bars in Losers | 40 | 43 | 37 | 40 | 43 | 37 |
Bars Traded | 17612 | 8566 | 9046 | 17612 | 8566 | 9046 |
Profit Streak | 18.4285 | 18.4285 | 21.8452 | 18.4285 | 18.4285 | 21.8452 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445758 | 317513 | -68775 | -296220 | -332445 | -322287 |
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{ "first_band": { "type": "swma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 2.92088 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 2.92088 } } }
# | 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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