Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306300.7376 | 220458.7968 | 85841.9408 | 9953.2047 | 719.5525 | 9233.6522 |
Total P&L (%) | 306.3007 | 220.4588 | 85.8419 | 9.9532 | 0.7196 | 9.2337 |
Avg Daily Profit (%) | 0.1605 | 0.1155 | 0.045 | 0.005 | 0.0004 | 0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174708 | -80002 | -132866 | -261170 | -122304 | -157998 |
Profit Factor | 1.2467 | 1.3913 | 1.1266 | 1.0099 | 1.0016 | 1.0167 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Losing Trades | 112 | 51 | 61 | 112 | 51 | 61 |
Profitability (%) | 51.3043 | 55.6522 | 46.9565 | 51.3043 | 55.6522 | 46.9565 |
Ratio Avg Win / Avg Loss | 1.1833 | 1.1087 | 1.2726 | 0.9586 | 0.7982 | 1.1485 |
Largest Winning Trade | 99470 | 99470 | 67145 | 73715 | 39046 | 73715 |
Largest Losing Trade | -41130 | -26637 | -41130 | -70297 | -70297 | -65376 |
Avg Bars in Trades | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Winners | 34 | 21 | 50 | 34 | 21 | 50 |
Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
Bars Traded | 7467 | 2705 | 4762 | 7467 | 2705 | 4762 |
Profit Streak | 6.1304 | 29.1304 | 0 | 6.1304 | 29.1304 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327942 | -36863 | -215587 | -561149 | -577208 | -556012 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 3.67937 } }, "second_band": { "type": "zlma", "factors": { "length": 113, "offset": 0 } } }
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# | 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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