Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104048.625 | 64261.2517 | 39787.3733 | 130042.947 | 76913.4851 | 53129.4618 |
Total P&L (%) | 104.0486 | 64.2613 | 39.7874 | 130.0429 | 76.9135 | 53.1295 |
Avg Daily Profit (%) | 0.3995 | 0.2468 | 0.1528 | 0.3204 | 0.2193 | 0.1638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49585 | -20952 | -29011 | -56586 | -31049 | -43241 |
Profit Factor | 1.3374 | 1.3938 | 1.2739 | 1.3005 | 1.3361 | 1.2607 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 221 | 113 | 108 | 221 | 113 | 108 |
Losing Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Profitability (%) | 59.5687 | 60.7527 | 58.3784 | 59.5687 | 60.7527 | 58.3784 |
Ratio Avg Win / Avg Loss | 0.9077 | 0.9004 | 0.9083 | 0.8827 | 0.8631 | 0.8988 |
Largest Winning Trade | 9302 | 9302 | 7283 | 13593 | 13593 | 11490 |
Largest Losing Trade | -24934 | -17397 | -24934 | -27398 | -16609 | -27398 |
Avg Bars in Trades | 66 | 67 | 66 | 66 | 67 | 66 |
Avg Bars in Winners | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Losers | 98 | 96 | 99 | 98 | 96 | 99 |
Bars Traded | 24772 | 12491 | 12282 | 24772 | 12491 | 12282 |
Profit Streak | 2.5325 | 2.5325 | 6.9805 | 2.5325 | 2.5325 | 6.9805 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311438 | 196559 | 161721 | 278991 | 189179 | 202368 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 2.62798 } }, "second_band": { "type": "alma", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 2.62798 } }, "second_band": { "type": "alma", "factors": { "length": 186, "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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