Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920001.5686 | 856345.3505 | 63656.2181 | 861485.2787 | 605281.9319 | 256203.3469 |
Total P&L (%) | 920.0016 | 856.3454 | 63.6562 | 861.4853 | 605.2819 | 256.2033 |
Avg Daily Profit (%) | 0.4418 | 0.4112 | 0.0306 | 0.1087 | 0.0938 | 0.061 |
Buy And Hold Return (%) | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 |
Max Trade Drawdown | -129082 | -112197 | -212955 | -2554158 | -2039313 | -723762 |
Profit Factor | 1.6602 | 2.2357 | 1.0909 | 1.0876 | 1.1107 | 1.0587 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 129 | 60 | 69 | 129 | 60 | 69 |
Losing Trades | 196 | 103 | 93 | 196 | 103 | 93 |
Profitability (%) | 39.6923 | 36.8098 | 42.5926 | 39.6923 | 36.8098 | 42.5926 |
Ratio Avg Win / Avg Loss | 2.5225 | 3.8379 | 1.4703 | 1.6525 | 1.9066 | 1.4269 |
Largest Winning Trade | 437203 | 437203 | 58003 | 1609575 | 1609575 | 382676 |
Largest Losing Trade | -37770 | -26674 | -37770 | -654076 | -654076 | -400758 |
Avg Bars in Trades | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Winners | 119 | 122 | 117 | 119 | 122 | 117 |
Avg Bars in Losers | 47 | 49 | 45 | 47 | 49 | 45 |
Bars Traded | 24789 | 12452 | 12337 | 24789 | 12452 | 12337 |
Profit Streak | 0 | 0 | 7.6339 | 0 | 0 | 7.6339 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393824 | 333608 | -440311 | -172772 | -169889 | -272519 |
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{ "first_band": { "type": "alma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 200, "offset": 0, "multiplier": 2.89579 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 200, "offset": 0, "multiplier": 2.89579 } } }
# | 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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