Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588675.2176 | 542681.6564 | 45993.5612 | 284304.3461 | 431021.2165 | -146716.8704 |
Total P&L (%) | 588.6752 | 542.6817 | 45.9936 | 284.3043 | 431.0212 | -146.7169 |
Avg Daily Profit (%) | 0.326 | 0.3005 | 0.0255 | 0.0746 | 0.0925 | 0 |
Buy And Hold Return (%) | 145.636 | 145.636 | 145.636 | 145.636 | 145.636 | 145.636 |
Max Trade Drawdown | -174096 | -93107 | -121468 | -535389 | -384534 | -306533 |
Profit Factor | 1.8786 | 2.4638 | 1.1537 | 1.2219 | 1.6082 | 0.7437 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 47.191 | 45.4545 | 48.8889 | 47.191 | 45.4545 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.1022 | 2.9566 | 1.2061 | 1.3674 | 1.9299 | 0.7775 |
Largest Winning Trade | 345772 | 345772 | 68754 | 533757 | 533757 | 79656 |
Largest Losing Trade | -59603 | -59603 | -36080 | -224475 | -224475 | -96573 |
Avg Bars in Trades | 35 | 45 | 26 | 35 | 45 | 26 |
Avg Bars in Winners | 48 | 62 | 35 | 48 | 62 | 35 |
Avg Bars in Losers | 24 | 30 | 18 | 24 | 30 | 18 |
Bars Traded | 3196 | 1993 | 1203 | 3196 | 1993 | 1203 |
Profit Streak | 0 | 240.1765 | 0 | 0 | 240.1765 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347058 | 387768 | -376218 | -101832 | -69941 | -580866 |
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{ "first_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.05431 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.05431 } } }
# | 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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