Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607148.3234 | 667719.9056 | -60571.5821 | -121339.9123 | -89130.2525 | -32209.6598 |
Total P&L (%) | 607.1483 | 667.7199 | -60.5716 | -121.3399 | -89.1303 | -32.2097 |
Avg Daily Profit (%) | 0.2519 | 0.2771 | -0.0251 | 0 | -0.092 | -0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257791 | -156981 | -209974 | -171619 | -120598 | -66411 |
Profit Factor | 1.8542 | 2.821 | 0.824 | 0.5876 | 0.5098 | 0.7134 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 27 | 12 | 15 | 31 | 17 | 14 |
Losing Trades | 40 | 21 | 19 | 36 | 16 | 20 |
Profitability (%) | 40.2985 | 36.3636 | 44.1176 | 46.2687 | 51.5152 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.747 | 4.9368 | 1.0437 | 0.6824 | 0.4798 | 1.0191 |
Largest Winning Trade | 733532 | 733532 | 65018 | 36975 | 32948 | 36975 |
Largest Losing Trade | -122508 | -57424 | -122508 | -68442 | -68442 | -19677 |
Avg Bars in Trades | 68 | 54 | 82 | 68 | 54 | 82 |
Avg Bars in Winners | 103 | 81 | 121 | 58 | 46 | 73 |
Avg Bars in Losers | 44 | 38 | 51 | 77 | 62 | 88 |
Bars Traded | 4599 | 1794 | 2805 | 4599 | 1794 | 2805 |
Profit Streak | 40.8184 | 57.3184 | 40.8184 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112062 | 335314 | -580867 | -703506 | -580606 | -582559 |
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{ "first_band": { "type": "sma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 2.5924 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 2.5924 } } }
# | 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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