Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477874.5944 | 391267.4398 | 86607.1545 | 26682.7224 | 389628.6932 | -362945.9708 |
Total P&L (%) | 477.8746 | 391.2674 | 86.6072 | 26.6827 | 389.6287 | -362.946 |
Avg Daily Profit (%) | 0.2525 | 0.2067 | 0.0458 | 0.0125 | 0.084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147777 | -99564 | -142590 | -728567 | -582490 | -647441 |
Profit Factor | 1.2887 | 1.6181 | 1.0847 | 1.005 | 1.1905 | 0.8899 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Losing Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Profitability (%) | 57.0313 | 57.2917 | 56.7708 | 57.0313 | 57.2917 | 56.7708 |
Ratio Avg Win / Avg Loss | 0.9709 | 1.2062 | 0.826 | 0.7572 | 0.8874 | 0.6776 |
Largest Winning Trade | 79754 | 79754 | 44792 | 179921 | 146045 | 179921 |
Largest Losing Trade | -84898 | -31540 | -84898 | -339856 | -244594 | -339856 |
Avg Bars in Trades | 29 | 24 | 33 | 29 | 24 | 33 |
Avg Bars in Winners | 24 | 17 | 32 | 24 | 17 | 32 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 11138 | 4679 | 6459 | 11138 | 4679 | 6459 |
Profit Streak | 0 | 9.5234 | 0 | 0 | 9.5234 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346112 | 446843 | -259480 | -393053 | -90768 | -579450 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 179, "offset": 88, "multiplier": 3.49445 } }, "second_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 179, "offset": 88, "multiplier": 3.49445 } }, "second_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } } }
# | 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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