Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248920.0294 | 143734.9946 | 105185.0348 | 89462.8606 | 64348.5998 | 25114.2608 |
Total P&L (%) | 248.92 | 143.735 | 105.185 | 89.4629 | 64.3486 | 25.1143 |
Avg Daily Profit (%) | 0.1827 | 0.1055 | 0.0772 | 0.0469 | 0.0365 | 0.0164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160671 | -116931 | -107184 | -152620 | -115175 | -102731 |
Profit Factor | 1.2234 | 1.2679 | 1.182 | 1.0933 | 1.139 | 1.0506 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 137 | 70 | 67 | 137 | 70 | 67 |
Profitability (%) | 50.7194 | 49.6403 | 51.7986 | 50.7194 | 49.6403 | 51.7986 |
Ratio Avg Win / Avg Loss | 1.1887 | 1.2863 | 1.0999 | 1.0623 | 1.1555 | 0.9777 |
Largest Winning Trade | 58608 | 35662 | 58608 | 58608 | 40506 | 58608 |
Largest Losing Trade | -30535 | -20696 | -30535 | -40057 | -22455 | -40057 |
Avg Bars in Trades | 19 | 14 | 24 | 19 | 14 | 24 |
Avg Bars in Winners | 21 | 12 | 29 | 21 | 12 | 29 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 5339 | 1976 | 3363 | 5339 | 1976 | 3363 |
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 | 320899 | -52307 | -109891 | -246324 | -212201 | -340594 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 57, "offset": 118, "multiplier": 2.67191 } }, "second_band": { "type": "swma", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 57, "offset": 118, "multiplier": 2.67191 } }, "second_band": { "type": "swma", "factors": { "length": 17, "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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