Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1659275.6964 | 1614045.8182 | 45229.8783 | 2181943.4501 | 2334094.6515 | -152151.2014 |
Total P&L (%) | 1659.2757 | 1614.0458 | 45.2299 | 2181.9435 | 2334.0947 | -152.1512 |
Avg Daily Profit (%) | 0.7032 | 0.6841 | 0.0192 | 0.1326 | 0.1354 | 0 |
Buy And Hold Return (%) | 465.0903 | 465.0903 | 465.0903 | 465.0903 | 465.0903 | 465.0903 |
Max Trade Drawdown | -114706 | -158635 | -71819 | -4160258 | -4125747 | -1361648 |
Profit Factor | 3.3498 | 5.4557 | 1.1315 | 1.1487 | 1.3153 | 0.9791 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 41.8033 | 40.9836 | 42.623 | 41.8033 | 40.9836 | 42.623 |
Ratio Avg Win / Avg Loss | 4.6634 | 7.8562 | 1.5232 | 1.5991 | 1.894 | 1.318 |
Largest Winning Trade | 1344042 | 1344042 | 55172 | 4755300 | 4755300 | 888135 |
Largest Losing Trade | -38873 | -38873 | -28147 | -1330725 | -1330725 | -784180 |
Avg Bars in Trades | 74 | 72 | 76 | 74 | 72 | 76 |
Avg Bars in Winners | 108 | 115 | 101 | 108 | 115 | 101 |
Avg Bars in Losers | 49 | 42 | 57 | 49 | 42 | 57 |
Bars Traded | 9057 | 4412 | 4645 | 9057 | 4412 | 4645 |
Profit Streak | 0 | 0 | 48.7737 | 0 | 0 | 48.7737 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477845 | -147853 | -571605 | -75892 | -177378 | -742948 |
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{ "first_band": { "type": "sma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 2.57456 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 2.57456 } } }
# | 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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