Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074978.6574 | 1060607.1999 | 14371.4575 | 501690.2671 | 2577021.0843 | -2075330.8172 |
Total P&L (%) | 1074.9787 | 1060.6072 | 14.3715 | 501.6903 | 2577.0211 | -2075.3308 |
Avg Daily Profit (%) | 0.5783 | 0.5705 | 0.0077 | 0.0966 | 0.177 | 0 |
Buy And Hold Return (%) | 188.0422 | 188.0422 | 188.0422 | 188.0422 | 188.0422 | 188.0422 |
Max Trade Drawdown | -200229 | -122676 | -126742 | -7303336 | -3778760 | -4147347 |
Profit Factor | 2.8209 | 4.4585 | 1.0507 | 1.0363 | 1.3545 | 0.6837 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 41.6667 | 42.8571 | 40.4762 | 41.6667 | 42.8571 | 40.4762 |
Ratio Avg Win / Avg Loss | 3.9492 | 5.9446 | 1.5451 | 1.4508 | 1.806 | 1.0054 |
Largest Winning Trade | 855398 | 855398 | 73654 | 5221139 | 5221139 | 946756 |
Largest Losing Trade | -51616 | -34879 | -51616 | -1732424 | -1632931 | -1732424 |
Avg Bars in Trades | 85 | 87 | 82 | 85 | 87 | 82 |
Avg Bars in Winners | 151 | 154 | 148 | 151 | 154 | 148 |
Avg Bars in Losers | 37 | 37 | 38 | 37 | 37 | 38 |
Bars Traded | 7157 | 3683 | 3473 | 7157 | 3683 | 3473 |
Profit Streak | 0 | 0 | 50.0332 | 0 | 0 | 50.0332 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460199 | 538614 | -515062 | -250662 | 238850 | -582206 |
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{ "first_band": { "type": "sma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 3.21199 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 3.21199 } } }
# | 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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