Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168224.6374 | 1351338.5842 | -183113.9468 | -107201.2038 | -127176.1882 | 19974.9843 |
Total P&L (%) | 1168.2246 | 1351.3386 | -183.1139 | -107.2012 | -127.1762 | 19.975 |
Avg Daily Profit (%) | 0.517 | 0.5981 | -0.081 | 0 | 0 | 0.0081 |
Buy And Hold Return (%) | 331.316 | 331.316 | 331.316 | 331.316 | 331.316 | 331.316 |
Max Trade Drawdown | -194384 | -128221 | -216289 | -252819 | -188961 | -96139 |
Profit Factor | 2.1702 | 3.9931 | 0.6651 | 0.7447 | 0.502 | 1.1214 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 42 | 19 | 23 | 53 | 28 | 25 |
Losing Trades | 63 | 34 | 29 | 52 | 25 | 27 |
Profitability (%) | 40 | 35.8491 | 44.2308 | 50.4762 | 52.8302 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.2553 | 7.1455 | 0.8386 | 0.7307 | 0.4482 | 1.2111 |
Largest Winning Trade | 1182931 | 1182931 | 53545 | 115753 | 31251 | 115753 |
Largest Losing Trade | -117076 | -60686 | -117076 | -120568 | -120568 | -39035 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 61 | 73 | 51 | 31 | 32 | 30 |
Avg Bars in Losers | 27 | 28 | 27 | 51 | 57 | 44 |
Bars Traded | 4341 | 2362 | 1979 | 4341 | 2362 | 1979 |
Profit Streak | 0 | 0 | 0 | 108.729 | 109.229 | 108.729 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310425 | -169214 | -763076 | -579083 | -759508 | -615108 |
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{ "first_band": { "type": "sma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 3.17594 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 3.17594 } } }
# | 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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