Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1250960.155 | 1345730.2035 | -94770.0485 | -14196.6387 | 94472.764 | -108669.4026 |
Total P&L (%) | 1250.9602 | 1345.7302 | -94.77 | -14.1966 | 94.4728 | -108.6694 |
Avg Daily Profit (%) | 0.5519 | 0.5937 | -0.0418 | -0.0068 | 0.0294 | 0 |
Buy And Hold Return (%) | 272.1925 | 272.1925 | 272.1925 | 272.1925 | 272.1925 | 272.1925 |
Max Trade Drawdown | -230898 | -86999 | -216290 | -207544 | -125288 | -193016 |
Profit Factor | 2.2026 | 3.5672 | 0.8163 | 0.9859 | 1.1788 | 0.774 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 36.0406 | 33.3333 | 38.7755 | 36.0406 | 33.3333 | 38.7755 |
Ratio Avg Win / Avg Loss | 3.9088 | 7.1344 | 1.289 | 1.7497 | 2.3577 | 1.2221 |
Largest Winning Trade | 1201712 | 1201712 | 52418 | 164915 | 164915 | 51875 |
Largest Losing Trade | -47317 | -47317 | -46442 | -75286 | -68259 | -75286 |
Avg Bars in Trades | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Winners | 74 | 73 | 74 | 74 | 73 | 74 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 8671 | 4200 | 4471 | 8671 | 4200 | 4471 |
Profit Streak | 0 | 0 | 28.4076 | 0 | 0 | 28.4076 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329296 | 359733 | -582760 | -582397 | -348922 | -582760 |
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 52, "offset": 0, "multiplier": 2.54396 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 52, "offset": 0, "multiplier": 2.54396 } } }
# | 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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