Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927184.6018 | 848892.5686 | 78292.0332 | 640080.4544 | 616067.3942 | 24013.0603 |
Total P&L (%) | 927.1846 | 848.8926 | 78.292 | 640.0805 | 616.0674 | 24.0131 |
Avg Daily Profit (%) | 0.3994 | 0.3657 | 0.0337 | 0.0863 | 0.0848 | 0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122117 | -115362 | -154750 | -2456677 | -1595552 | -1610345 |
Profit Factor | 1.7363 | 2.2505 | 1.1349 | 1.054 | 1.0912 | 1.0047 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Profitability (%) | 38.2114 | 39.0244 | 37.3984 | 38.2114 | 39.0244 | 37.3984 |
Ratio Avg Win / Avg Loss | 2.8076 | 3.5163 | 1.8997 | 1.7044 | 1.705 | 1.6818 |
Largest Winning Trade | 412043 | 412043 | 82882 | 1477132 | 1477132 | 644471 |
Largest Losing Trade | -43782 | -43782 | -34497 | -1025836 | -1025836 | -504603 |
Avg Bars in Trades | 55 | 50 | 61 | 55 | 50 | 61 |
Avg Bars in Winners | 92 | 74 | 110 | 92 | 74 | 110 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 13716 | 6157 | 7559 | 13716 | 6157 | 7559 |
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 | 350510 | 332706 | -223998 | -240630 | -202880 | -404008 |
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.52656 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.52656 } } }
# | 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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