Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1301183.3266 | 1205942.9412 | 95240.3854 | 7612912.1788 | 5950829.3199 | 1662082.8589 |
Total P&L (%) | 1301.1833 | 1205.9429 | 95.2404 | 7612.9122 | 5950.8293 | 1662.0829 |
Avg Daily Profit (%) | 0.7159 | 0.6635 | 0.0524 | 0.2394 | 0.226 | 0.158 |
Buy And Hold Return (%) | 619.2999 | 619.2999 | 619.2999 | 619.2999 | 619.2999 | 619.2999 |
Max Trade Drawdown | -82509 | -55614 | -99621 | -5076981 | -2864707 | -2886925 |
Profit Factor | 2.9917 | 5.1968 | 1.2603 | 1.4744 | 1.8141 | 1.1902 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 47.7419 | 49.3506 | 46.1538 | 47.7419 | 49.3506 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.2747 | 5.3336 | 1.4703 | 1.6139 | 1.8618 | 1.3886 |
Largest Winning Trade | 644931 | 644931 | 79680 | 3446632 | 3446632 | 1759286 |
Largest Losing Trade | -31148 | -24363 | -31148 | -1251624 | -1251624 | -804727 |
Avg Bars in Trades | 68 | 65 | 71 | 68 | 65 | 71 |
Avg Bars in Winners | 104 | 94 | 114 | 104 | 94 | 114 |
Avg Bars in Losers | 36 | 38 | 35 | 36 | 38 | 35 |
Bars Traded | 10678 | 5068 | 5610 | 10678 | 5068 | 5610 |
Profit Streak | 17.1275 | 17.1275 | 21.9609 | 17.1275 | 17.1275 | 21.9609 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480918 | -28942 | -323781 | 433716 | -29939 | -41901 |
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{ "first_band": { "type": "alma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 24, "multiplier": 2.3464 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 24, "multiplier": 2.3464 } } }
# | 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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