Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168222.169 | 1083622.7815 | 84599.3874 | 4917843.9915 | 4328423.1374 | 589420.8541 |
Total P&L (%) | 1168.2222 | 1083.6228 | 84.5994 | 4917.844 | 4328.4231 | 589.4209 |
Avg Daily Profit (%) | 0.6447 | 0.598 | 0.0467 | 0.2163 | 0.2094 | 0.1066 |
Buy And Hold Return (%) | 552.5733 | 552.5733 | 552.5733 | 552.5733 | 552.5733 | 552.5733 |
Max Trade Drawdown | -104307 | -77142 | -84770 | -9249857 | -7404240 | -8248369 |
Profit Factor | 2.6091 | 3.6142 | 1.2716 | 1.1092 | 1.1602 | 1.0327 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 49.5327 | 51.8519 | 47.1698 | 49.5327 | 51.8519 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.6584 | 3.3561 | 1.4242 | 1.1301 | 1.0773 | 1.1566 |
Largest Winning Trade | 626211 | 626211 | 54131 | 8088454 | 8088454 | 2271685 |
Largest Losing Trade | -48688 | -48688 | -36332 | -4670353 | -4670353 | -4311231 |
Avg Bars in Trades | 47 | 63 | 32 | 47 | 63 | 32 |
Avg Bars in Winners | 65 | 88 | 39 | 65 | 88 | 39 |
Avg Bars in Losers | 30 | 36 | 25 | 30 | 36 | 25 |
Bars Traded | 5128 | 3431 | 1697 | 5128 | 3431 | 1697 |
Profit Streak | 51.9048 | 77.2381 | 0 | 51.9048 | 77.2381 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408710 | -167781 | -477579 | -91586 | -215086 | -560977 |
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{ "first_band": { "type": "ema", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 195, "offset": 0, "multiplier": 4.80497 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 195, "offset": 0, "multiplier": 4.80497 } } }
# | 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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