Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522913.483 | 530548.559 | -7635.076 | 278989.5998 | 826610.205 | -547620.6052 |
Total P&L (%) | 522.9135 | 530.5486 | -7.6351 | 278.9896 | 826.6102 | -547.6206 |
Avg Daily Profit (%) | 0.2884 | 0.2926 | -0.0042 | 0.0735 | 0.1229 | 0 |
Buy And Hold Return (%) | 116.7284 | 116.7284 | 116.7284 | 116.7284 | 116.7284 | 116.7284 |
Max Trade Drawdown | -119691 | -72005 | -110232 | -774729 | -503871 | -699369 |
Profit Factor | 1.9933 | 3.1427 | 0.9726 | 1.1156 | 1.7275 | 0.571 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 37.3134 | 39.3939 | 35.2941 | 37.3134 | 39.3939 | 35.2941 |
Ratio Avg Win / Avg Loss | 3.3488 | 4.835 | 1.7831 | 1.8743 | 2.6577 | 1.0467 |
Largest Winning Trade | 261873 | 261873 | 65768 | 415523 | 415523 | 166455 |
Largest Losing Trade | -32840 | -32840 | -29790 | -232976 | -232976 | -167353 |
Avg Bars in Trades | 77 | 72 | 82 | 77 | 72 | 82 |
Avg Bars in Winners | 121 | 88 | 156 | 121 | 88 | 156 |
Avg Bars in Losers | 51 | 61 | 42 | 51 | 61 | 42 |
Bars Traded | 5198 | 2391 | 2807 | 5198 | 2391 | 2807 |
Profit Streak | 0 | 39.0523 | 0 | 0 | 39.0523 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115426 | 341805 | -583736 | -317496 | -28884 | -584847 |
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{ "first_band": { "type": "alma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 2.96637 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 2.96637 } } }
# | 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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