Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323567.4175 | 251918.9628 | 71648.4548 | 14841.6714 | 99604.5844 | -84762.913 |
Total P&L (%) | 323.5674 | 251.919 | 71.6485 | 14.8417 | 99.6046 | -84.7629 |
Avg Daily Profit (%) | 0.1702 | 0.1325 | 0.0377 | 0.0073 | 0.0364 | -0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144504 | -200932 | -121095 | -355591 | -385930 | -279934 |
Profit Factor | 1.2175 | 1.3093 | 1.1064 | 1.006 | 1.073 | 0.9228 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Losing Trades | 178 | 86 | 92 | 178 | 86 | 92 |
Profitability (%) | 47.9532 | 49.7076 | 46.1988 | 47.9532 | 49.7076 | 46.1988 |
Ratio Avg Win / Avg Loss | 1.3214 | 1.3247 | 1.2885 | 1.0919 | 1.0856 | 1.0747 |
Largest Winning Trade | 106735 | 106735 | 41102 | 189651 | 189651 | 71529 |
Largest Losing Trade | -41380 | -41380 | -28661 | -107433 | -107433 | -82870 |
Avg Bars in Trades | 32 | 39 | 25 | 32 | 39 | 25 |
Avg Bars in Winners | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Losers | 24 | 32 | 16 | 24 | 32 | 16 |
Bars Traded | 11204 | 6766 | 4438 | 11204 | 6766 | 4438 |
Profit Streak | 474.6498 | 0 | 558.8165 | 474.6498 | 0 | 558.8165 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306813 | -15777 | -245529 | -410570 | -284348 | -578620 |
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{ "first_band": { "type": "rma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.37964 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.37964 } } }
# | 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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