Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464901.1282 | 218354.1632 | 246546.9649 | 2155768.3733 | 1070905.1482 | 1084863.2252 |
Total P&L (%) | 464.9011 | 218.3542 | 246.547 | 2155.7684 | 1070.9051 | 1084.8632 |
Avg Daily Profit (%) | 0.4505 | 0.2116 | 0.2389 | 0.3024 | 0.2387 | 0.2398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51127 | -53411 | -54931 | -291766 | -239095 | -269519 |
Profit Factor | 2.3768 | 2.149 | 2.6701 | 3.0465 | 2.9598 | 3.14 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 65.5738 | 61.2903 | 70 | 65.5738 | 61.2903 | 70 |
Ratio Avg Win / Avg Loss | 1.2478 | 1.3573 | 1.1443 | 1.5994 | 1.8694 | 1.3457 |
Largest Winning Trade | 108261 | 108261 | 42656 | 438329 | 438329 | 327398 |
Largest Losing Trade | -37291 | -34599 | -37291 | -269519 | -152546 | -269519 |
Avg Bars in Trades | 46 | 41 | 51 | 46 | 41 | 51 |
Avg Bars in Winners | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Losers | 58 | 59 | 58 | 58 | 59 | 58 |
Bars Traded | 2832 | 1295 | 1537 | 2832 | 1295 | 1537 |
Profit Streak | 93.041 | 105.041 | 93.041 | 93.041 | 105.041 | 93.041 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149276 | 486486 | 570252 | -147721 | 606158 | 618191 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 3.41812 } }, "second_band": { "type": "swma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 3.41812 } }, "second_band": { "type": "swma", "factors": { "length": 116, "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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