Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402834.1644 | 315764.7712 | 87069.3932 | 290494.736 | -84248.0573 | 374742.7934 |
Total P&L (%) | 402.8342 | 315.7648 | 87.0694 | 290.4947 | -84.2481 | 374.7428 |
Avg Daily Profit (%) | 0.1715 | 0.1344 | 0.0371 | 0.058 | -0.0787 | 0.0663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201380 | -160911 | -75069 | -3442962 | -2641723 | -1256046 |
Profit Factor | 1.4895 | 1.7911 | 1.2055 | 1.0337 | 0.9794 | 1.0828 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 55.1471 | 58.8235 | 51.4706 | 55.1471 | 58.8235 | 51.4706 |
Ratio Avg Win / Avg Loss | 1.2115 | 1.2538 | 1.1366 | 0.8408 | 0.6856 | 1.021 |
Largest Winning Trade | 84488 | 84488 | 38022 | 774548 | 707018 | 774548 |
Largest Losing Trade | -53237 | -47084 | -53237 | -1229487 | -1070750 | -1229487 |
Avg Bars in Trades | 33 | 41 | 25 | 33 | 41 | 25 |
Avg Bars in Winners | 36 | 39 | 32 | 36 | 39 | 32 |
Avg Bars in Losers | 30 | 44 | 17 | 30 | 44 | 17 |
Bars Traded | 4551 | 2833 | 1718 | 4551 | 2833 | 1718 |
Profit Streak | 72.4178 | 72.4178 | 74.4178 | 72.4178 | 72.4178 | 74.4178 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396805 | -118765 | -251623 | -298169 | -688256 | -341516 |
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{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 3.75031 } } }
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# | 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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