Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126347.1838 | 1120848.3688 | 5498.815 | 784737.8465 | 3242432.7713 | -2457694.9248 |
Total P&L (%) | 1126.3472 | 1120.8484 | 5.4988 | 784.7378 | 3242.4328 | -2457.6949 |
Avg Daily Profit (%) | 0.6216 | 0.6186 | 0.003 | 0.1204 | 0.1939 | 0 |
Buy And Hold Return (%) | 550.7096 | 550.7096 | 550.7096 | 550.7096 | 550.7096 | 550.7096 |
Max Trade Drawdown | -161384 | -94103 | -141322 | -13921083 | -6383776 | -10304345 |
Profit Factor | 2.4219 | 3.7891 | 1.0141 | 1.0264 | 1.2129 | 0.8304 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 51.8072 | 54.7619 | 48.7805 | 51.8072 | 54.7619 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.2529 | 3.1301 | 1.0648 | 0.9548 | 1.002 | 0.8719 |
Largest Winning Trade | 626211 | 626211 | 71072 | 3372027 | 3372027 | 2132856 |
Largest Losing Trade | -68962 | -48688 | -68962 | -4485706 | -2582101 | -4485706 |
Avg Bars in Trades | 61 | 75 | 47 | 61 | 75 | 47 |
Avg Bars in Winners | 76 | 95 | 54 | 76 | 95 | 54 |
Avg Bars in Losers | 46 | 51 | 41 | 46 | 51 | 41 |
Bars Traded | 5128 | 3179 | 1949 | 5128 | 3179 | 1949 |
Profit Streak | 51.7202 | 78.0536 | 0 | 51.7202 | 78.0536 | 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 | 330801 | 485743 | -560004 | -259066 | 303114 | -581216 |
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 4.87299 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 4.87299 } } }
# | 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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