Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155709.8505 | 1188035.685 | -32325.8345 | 542028.6947 | 1120186.0327 | -578157.338 |
Total P&L (%) | 1155.7099 | 1188.0357 | -32.3258 | 542.0287 | 1120.186 | -578.1573 |
Avg Daily Profit (%) | 0.6359 | 0.6537 | -0.0178 | 0.1024 | 0.1377 | 0 |
Buy And Hold Return (%) | 689.223 | 689.223 | 689.223 | 689.223 | 689.223 | 689.223 |
Max Trade Drawdown | -182167 | -106739 | -83636 | -2849097 | -1905568 | -1303738 |
Profit Factor | 2.5652 | 3.9373 | 0.9032 | 1.0627 | 1.2191 | 0.8365 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 44.4444 | 48.8889 | 40 | 44.4444 | 48.8889 | 40 |
Ratio Avg Win / Avg Loss | 3.2065 | 4.1163 | 1.3548 | 1.3283 | 1.2745 | 1.2547 |
Largest Winning Trade | 663276 | 663276 | 71429 | 1221775 | 1221775 | 1009265 |
Largest Losing Trade | -57878 | -57878 | -40604 | -1023755 | -1023755 | -477353 |
Avg Bars in Trades | 57 | 63 | 52 | 57 | 63 | 52 |
Avg Bars in Winners | 81 | 87 | 74 | 81 | 87 | 74 |
Avg Bars in Losers | 38 | 40 | 37 | 38 | 40 | 37 |
Bars Traded | 5212 | 2856 | 2356 | 5212 | 2856 | 2356 |
Profit Streak | 0 | 87.3803 | 0 | 0 | 87.3803 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 204873 | 388625 | -582934 | -375175 | -17929 | -582934 |
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{ "first_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 3.96926 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 3.96926 } } }
# | 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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