Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481277.7643 | 447580.1065 | 33697.6578 | 155846.5129 | 107924.5167 | 47921.9962 |
Total P&L (%) | 481.2778 | 447.5801 | 33.6977 | 155.8465 | 107.9245 | 47.922 |
Avg Daily Profit (%) | 0.2104 | 0.1957 | 0.0147 | 0.0411 | 0.032 | 0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222593 | -208021 | -94610 | -788883 | -895540 | -406378 |
Profit Factor | 1.4325 | 1.8029 | 1.0607 | 1.0566 | 1.071 | 1.0389 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Losing Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Profitability (%) | 52.7174 | 56.5217 | 48.913 | 52.7174 | 56.5217 | 48.913 |
Ratio Avg Win / Avg Loss | 1.2848 | 1.3868 | 1.1078 | 0.9477 | 0.8238 | 1.085 |
Largest Winning Trade | 247385 | 247385 | 48666 | 148105 | 148105 | 102532 |
Largest Losing Trade | -39793 | -39793 | -35713 | -302821 | -302821 | -111394 |
Avg Bars in Trades | 23 | 30 | 16 | 23 | 30 | 16 |
Avg Bars in Winners | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Losers | 24 | 38 | 12 | 24 | 38 | 12 |
Bars Traded | 4312 | 2840 | 1472 | 4312 | 2840 | 1472 |
Profit Streak | 77.7578 | 79.2578 | 77.7578 | 77.7578 | 79.2578 | 77.7578 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401812 | 395565 | -329615 | -295411 | -293162 | -349165 |
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{ "first_band": { "type": "sma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 2.55869 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 2.55869 } } }
# | 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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