Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303938.3429 | 313224.5467 | -9286.2038 | -80192.9575 | 92830.1681 | -173023.1257 |
Total P&L (%) | 303.9383 | 313.2245 | -9.2862 | -80.193 | 92.8302 | -173.0231 |
Avg Daily Profit (%) | 0.1538 | 0.1585 | -0.0047 | -0.0819 | 0.0332 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203051 | -150156 | -260713 | -391871 | -306282 | -397534 |
Profit Factor | 1.1581 | 1.3486 | 0.9909 | 0.9642 | 1.0893 | 0.8559 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 257 | 133 | 124 | 257 | 133 | 124 |
Losing Trades | 257 | 124 | 133 | 257 | 124 | 133 |
Profitability (%) | 50 | 51.751 | 48.249 | 50 | 51.751 | 48.249 |
Ratio Avg Win / Avg Loss | 1.1581 | 1.2574 | 1.0629 | 0.9642 | 1.0156 | 0.918 |
Largest Winning Trade | 66128 | 45559 | 66128 | 69460 | 61084 | 69460 |
Largest Losing Trade | -84233 | -49497 | -84233 | -158335 | -109219 | -158335 |
Avg Bars in Trades | 14 | 12 | 17 | 14 | 12 | 17 |
Avg Bars in Winners | 14 | 10 | 19 | 14 | 10 | 19 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 7598 | 3115 | 4483 | 7598 | 3115 | 4483 |
Profit Streak | 0 | 0 | 499.6499 | 0 | 0 | 499.6499 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36402 | 321869 | -577765 | -577814 | -269536 | -579431 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 1.69342 } }, "second_band": { "type": "zlma", "factors": { "length": 53, "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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