Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1638143.5152 | 1581676.5252 | 56466.99 | 42472337.9178 | 37968132.2895 | 4504205.6282 |
Total P&L (%) | 1638.1435 | 1581.6765 | 56.467 | 42472.3379 | 37968.1323 | 4504.2056 |
Avg Daily Profit (%) | 0.876 | 0.8458 | 0.0302 | 0.3243 | 0.3183 | 0.205 |
Buy And Hold Return (%) | 7947.7534 | 7947.7534 | 7947.7534 | 7947.7534 | 7947.7534 | 7947.7534 |
Max Trade Drawdown | -91388 | -69887 | -88965 | -10436970 | -9609199 | -8978159 |
Profit Factor | 4.0791 | 6.723 | 1.2209 | 1.8411 | 2.7046 | 1.1596 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 42.1429 | 45.7143 | 38.5714 | 42.1429 | 45.7143 | 38.5714 |
Ratio Avg Win / Avg Loss | 5.6001 | 7.9835 | 1.9444 | 2.5276 | 3.2117 | 1.8468 |
Largest Winning Trade | 645540 | 645540 | 64829 | 11891530 | 11891530 | 10731711 |
Largest Losing Trade | -26399 | -26399 | -22875 | -6720983 | -3072178 | -6720983 |
Avg Bars in Trades | 49 | 51 | 48 | 49 | 51 | 48 |
Avg Bars in Winners | 84 | 86 | 81 | 84 | 86 | 81 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 6990 | 3607 | 3383 | 6990 | 3607 | 3383 |
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 | -148111 | -240168 | -416513 | 316957 | -83447 | -300463 |
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{ "first_band": { "type": "swma", "factors": { "length": 119, "offset": 26 } }, "second_band": { "type": "supertrend", "factors": { "length": 134, "offset": 0, "multiplier": 1.5086 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 119, "offset": 26 } }, "second_band": { "type": "supertrend", "factors": { "length": 134, "offset": 0, "multiplier": 1.5086 } } }
# | 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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