Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411879.1427 | 390909.2062 | 20969.9365 | 73796.4379 | 106954.2705 | -33157.8326 |
Total P&L (%) | 411.8791 | 390.9092 | 20.9699 | 73.7964 | 106.9543 | -33.1578 |
Avg Daily Profit (%) | 0.1755 | 0.1665 | 0.0089 | 0.0235 | 0.031 | -0.0172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111677 | -81047 | -125838 | -162095 | -122829 | -149926 |
Profit Factor | 1.5993 | 2.2852 | 1.0547 | 1.0899 | 1.2699 | 0.9219 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 43.4783 | 43.4783 | 43.4783 | 43.4783 | 43.4783 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.079 | 2.9707 | 1.3712 | 1.4169 | 1.6508 | 1.1985 |
Largest Winning Trade | 246754 | 246754 | 52708 | 123621 | 123621 | 64296 |
Largest Losing Trade | -46925 | -46925 | -43855 | -67077 | -67077 | -46496 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 74 | 75 | 74 | 74 | 75 | 74 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 4531 | 2274 | 2257 | 4531 | 2274 | 2257 |
Profit Streak | 0 | 0 | 75.1572 | 0 | 0 | 75.1572 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293194 | 332021 | -348550 | -285353 | -152940 | -580201 |
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{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 2.72775 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 2.72775 } } }
# | 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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