Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481501.4533 | 379539.087 | 101962.3662 | 1564052.7465 | 1006996.8747 | 557055.8717 |
Total P&L (%) | 481.5015 | 379.5391 | 101.9624 | 1564.0527 | 1006.9969 | 557.0559 |
Avg Daily Profit (%) | 0.2227 | 0.1756 | 0.0472 | 0.1302 | 0.1113 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266097 | -115836 | -288806 | -773943 | -597623 | -843277 |
Profit Factor | 1.5085 | 2.1821 | 1.1629 | 1.3482 | 1.5811 | 1.2019 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 104 | 51 | 53 | 100 | 50 | 50 |
Losing Trades | 54 | 28 | 26 | 58 | 29 | 29 |
Profitability (%) | 65.8228 | 64.557 | 67.0886 | 63.2911 | 63.2911 | 63.2911 |
Ratio Avg Win / Avg Loss | 0.7833 | 1.198 | 0.5705 | 0.782 | 0.917 | 0.6971 |
Largest Winning Trade | 65216 | 65216 | 45294 | 314121 | 251070 | 314121 |
Largest Losing Trade | -166836 | -40197 | -166836 | -533413 | -233302 | -533413 |
Avg Bars in Trades | 53 | 56 | 50 | 53 | 56 | 50 |
Avg Bars in Winners | 46 | 50 | 41 | 50 | 55 | 45 |
Avg Bars in Losers | 67 | 67 | 67 | 59 | 59 | 58 |
Bars Traded | 8446 | 4482 | 3964 | 8446 | 4482 | 3964 |
Profit Streak | 25.0879 | 0 | 77.5879 | 25.0879 | 0 | 77.5879 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393438 | -14340 | -196393 | -17041 | -68840 | -102398 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 2.90191 } }, "second_band": { "type": "alma", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 2.90191 } }, "second_band": { "type": "alma", "factors": { "length": 101, "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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