Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504202.61 | 371289.4396 | 132913.1704 | 457219.9642 | 409996.995 | 47222.9693 |
Total P&L (%) | 504.2026 | 371.2894 | 132.9132 | 457.22 | 409.997 | 47.223 |
Avg Daily Profit (%) | 0.265 | 0.1952 | 0.0699 | 0.0903 | 0.0857 | 0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81760 | -122511 | -105380 | -517738 | -571825 | -585905 |
Profit Factor | 1.6462 | 1.9224 | 1.3519 | 1.1322 | 1.2324 | 1.0279 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Profitability (%) | 42.029 | 43.4783 | 40.5797 | 42.029 | 43.4783 | 40.5797 |
Ratio Avg Win / Avg Loss | 2.2707 | 2.4991 | 1.9796 | 1.5617 | 1.6021 | 1.5051 |
Largest Winning Trade | 141868 | 141868 | 54094 | 390886 | 390886 | 223032 |
Largest Losing Trade | -45032 | -30727 | -45032 | -213304 | -213304 | -181041 |
Avg Bars in Trades | 39 | 35 | 44 | 39 | 35 | 44 |
Avg Bars in Winners | 58 | 48 | 69 | 58 | 48 | 69 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 5456 | 2416 | 3040 | 5456 | 2416 | 3040 |
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 | 323163 | -93264 | -203757 | -149061 | -182277 | -461643 |
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{ "first_band": { "type": "swma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 1.74578 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 1.74578 } } }
# | 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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