Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295870.8245 | 159261.3712 | 136609.4533 | 315817.6983 | 87660.0981 | 228157.6002 |
Total P&L (%) | 295.8708 | 159.2614 | 136.6095 | 315.8177 | 87.6601 | 228.1576 |
Avg Daily Profit (%) | 0.1581 | 0.0851 | 0.073 | 0.0762 | 0.0336 | 0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95854 | -83832 | -49860 | -360039 | -325809 | -186665 |
Profit Factor | 1.6754 | 1.8176 | 1.5616 | 1.2599 | 1.1432 | 1.3784 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 64.6465 | 62 | 67.3469 | 64.6465 | 62 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.9162 | 1.114 | 0.7571 | 0.689 | 0.7007 | 0.6683 |
Largest Winning Trade | 35730 | 34481 | 35730 | 121881 | 93683 | 121881 |
Largest Losing Trade | -65959 | -65959 | -44435 | -239445 | -239445 | -154274 |
Avg Bars in Trades | 71 | 66 | 77 | 71 | 66 | 77 |
Avg Bars in Winners | 56 | 42 | 69 | 56 | 42 | 69 |
Avg Bars in Losers | 100 | 106 | 93 | 100 | 106 | 93 |
Bars Traded | 7121 | 3340 | 3781 | 7121 | 3340 | 3781 |
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 | 353570 | -255488 | -93107 | -90891 | -391087 | -106866 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 4.57312 } }, "second_band": { "type": "alma", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 4.57312 } }, "second_band": { "type": "alma", "factors": { "length": 139, "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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