Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071475.6091 | 1037508.5709 | 33967.0382 | 977926.8509 | 186600.4293 | 791326.4215 |
Total P&L (%) | 1071.4756 | 1037.5086 | 33.967 | 977.9269 | 186.6004 | 791.3264 |
Avg Daily Profit (%) | 0.4281 | 0.4146 | 0.0136 | 0.095 | 0.0421 | 0.0874 |
Buy And Hold Return (%) | 389.4985 | 389.4985 | 389.4985 | 389.4985 | 389.4985 | 389.4985 |
Max Trade Drawdown | -131124 | -64702 | -99544 | -1239822 | -1005214 | -725377 |
Profit Factor | 2.9513 | 5.0633 | 1.1156 | 1.2063 | 1.0682 | 1.3945 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 39.7727 | 34.0909 | 45.4545 | 39.7727 | 34.0909 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.4691 | 9.7891 | 1.3387 | 1.8267 | 2.0653 | 1.6734 |
Largest Winning Trade | 627492 | 627492 | 49578 | 832604 | 832604 | 705738 |
Largest Losing Trade | -62908 | -43061 | -62908 | -547214 | -547214 | -309792 |
Avg Bars in Trades | 166 | 159 | 173 | 166 | 159 | 173 |
Avg Bars in Winners | 278 | 301 | 260 | 278 | 301 | 260 |
Avg Bars in Losers | 92 | 85 | 100 | 92 | 85 | 100 |
Bars Traded | 14643 | 7019 | 7623 | 14643 | 7019 | 7623 |
Profit Streak | 0 | 0 | 37.9602 | 0 | 0 | 37.9602 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307756 | 294283 | -434996 | -72323 | -452950 | -81864 |
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{ "first_band": { "type": "alma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 3.82628 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 3.82628 } } }
# | 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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