Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186694.5951 | 50807.1436 | 135887.4515 | -304266.0679 | -4930.7807 | -299335.2871 |
Total P&L (%) | 186.6946 | 50.8071 | 135.8875 | -304.2661 | -4.9308 | -299.3353 |
Avg Daily Profit (%) | 0.1793 | 0.0488 | 0.1305 | 0 | -0.0049 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125262 | -93425 | -125262 | -310419 | -81581 | -289457 |
Profit Factor | 1.2842 | 1.1666 | 1.386 | 0.5867 | 0.9812 | 0.368 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 98 | 47 | 51 | 59 | 33 | 26 |
Losing Trades | 60 | 32 | 28 | 99 | 46 | 53 |
Profitability (%) | 62.0253 | 59.4937 | 64.557 | 37.3418 | 41.7722 | 32.9114 |
Ratio Avg Win / Avg Loss | 0.7862 | 0.7943 | 0.7609 | 0.9844 | 1.3678 | 0.7502 |
Largest Winning Trade | 35784 | 32675 | 35784 | 25866 | 25866 | 22683 |
Largest Losing Trade | -125262 | -30860 | -125262 | -132971 | -34079 | -132971 |
Avg Bars in Trades | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Winners | 29 | 26 | 31 | 50 | 56 | 43 |
Avg Bars in Losers | 52 | 57 | 46 | 30 | 26 | 33 |
Bars Traded | 5994 | 3069 | 2926 | 5994 | 3069 | 2926 |
Profit Streak | 39.3635 | 43.5302 | 39.3635 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350925 | -191900 | -43209 | -584872 | -609269 | -614381 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 242, "offset": 97, "multiplier": 2.83901 } }, "second_band": { "type": "alma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 242, "offset": 97, "multiplier": 2.83901 } }, "second_band": { "type": "alma", "factors": { "length": 75, "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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