Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296505.8363 | 1266959.5599 | 29546.2764 | 2321542.8095 | 3133743.0602 | -812200.2507 |
Total P&L (%) | 1296.5058 | 1266.9596 | 29.5463 | 2321.5428 | 3133.7431 | -812.2003 |
Avg Daily Profit (%) | 0.7117 | 0.6955 | 0.0162 | 0.1751 | 0.191 | 0 |
Buy And Hold Return (%) | 697.1458 | 697.1458 | 697.1458 | 697.1458 | 697.1458 | 697.1458 |
Max Trade Drawdown | -134071 | -110322 | -91138 | -1823582 | -1212734 | -1415331 |
Profit Factor | 3.6715 | 6.244 | 1.1212 | 1.4017 | 2.1716 | 0.7384 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 39.0244 | 43.9024 | 34.1463 | 39.0244 | 43.9024 | 34.1463 |
Ratio Avg Win / Avg Loss | 5.7368 | 7.9785 | 2.1624 | 2.1901 | 2.7748 | 1.4241 |
Largest Winning Trade | 765855 | 765855 | 75852 | 1798124 | 1798124 | 812964 |
Largest Losing Trade | -29093 | -29093 | -27870 | -380581 | -380581 | -353999 |
Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Winners | 102 | 88 | 119 | 102 | 88 | 119 |
Avg Bars in Losers | 38 | 34 | 42 | 38 | 34 | 42 |
Bars Traded | 5226 | 2399 | 2827 | 5226 | 2399 | 2827 |
Profit Streak | 0 | 21.105 | 0 | 0 | 21.105 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1637 | 392782 | -429140 | -6222 | 306944 | -585240 |
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{ "first_band": { "type": "alma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 1.35534 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 1.35534 } } }
# | 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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