Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457585.3201 | 336202.8557 | 121382.4644 | 450473.4581 | 839300.5912 | -388827.1331 |
Total P&L (%) | 457.5853 | 336.2029 | 121.3825 | 450.4735 | 839.3006 | -388.8271 |
Avg Daily Profit (%) | 0.2407 | 0.1768 | 0.0638 | 0.0897 | 0.1179 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141725 | -137997 | -143355 | -1374220 | -1336176 | -1357671 |
Profit Factor | 1.5577 | 1.792 | 1.3065 | 1.069 | 1.2531 | 0.879 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 41.4365 | 41.7582 | 41.1111 | 41.4365 | 41.7582 | 41.1111 |
Ratio Avg Win / Avg Loss | 2.2015 | 2.4994 | 1.8714 | 1.5108 | 1.7477 | 1.2591 |
Largest Winning Trade | 117342 | 117342 | 49452 | 876673 | 876673 | 406468 |
Largest Losing Trade | -25041 | -25041 | -24744 | -296573 | -296573 | -239826 |
Avg Bars in Trades | 61 | 54 | 68 | 61 | 54 | 68 |
Avg Bars in Winners | 101 | 86 | 117 | 101 | 86 | 117 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 11089 | 4952 | 6136 | 11089 | 4952 | 6136 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300811 | 263005 | -110220 | -219047 | -37824 | -582881 |
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 158, "offset": 0, "multiplier": 1.61924 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 158, "offset": 0, "multiplier": 1.61924 } } }
# | 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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