Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696683.0748 | 465802.1043 | 230880.9704 | 2639463.75 | 664448.8996 | 1975014.8504 |
Total P&L (%) | 696.6831 | 465.8021 | 230.881 | 2639.4638 | 664.4489 | 1975.0149 |
Avg Daily Profit (%) | 0.4715 | 0.3153 | 0.1563 | 0.2243 | 0.1378 | 0.2055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68640 | -83892 | -51101 | -1698609 | -714553 | -1218929 |
Profit Factor | 2.4191 | 2.6901 | 2.0723 | 1.4287 | 1.1966 | 1.7112 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 47.2527 | 39.1304 | 55.5556 | 47.2527 | 39.1304 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.7004 | 4.1846 | 1.6578 | 1.5948 | 1.8613 | 1.3689 |
Largest Winning Trade | 313309 | 313309 | 68814 | 951130 | 893822 | 951130 |
Largest Losing Trade | -39738 | -30934 | -39738 | -879558 | -534368 | -879558 |
Avg Bars in Trades | 62 | 51 | 73 | 62 | 51 | 73 |
Avg Bars in Winners | 98 | 89 | 105 | 98 | 89 | 105 |
Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
Bars Traded | 5675 | 2353 | 3322 | 5675 | 2353 | 3322 |
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 | 509112 | 345052 | 431033 | 338438 | -16062 | 396083 |
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{ "first_band": { "type": "sma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.13913 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.13913 } } }
# | 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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