Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970652.0358 | 993176.0707 | -22524.0349 | 413867.8127 | 2064700.2441 | -1650832.4314 |
Total P&L (%) | 970.652 | 993.1761 | -22.524 | 413.8678 | 2064.7002 | -1650.8324 |
Avg Daily Profit (%) | 0.5357 | 0.5481 | -0.0124 | 0.0904 | 0.1698 | 0 |
Buy And Hold Return (%) | 591.737 | 591.737 | 591.737 | 591.737 | 591.737 | 591.737 |
Max Trade Drawdown | -149263 | -61843 | -107877 | -2872971 | -1151087 | -2346939 |
Profit Factor | 2.5402 | 4.019 | 0.9252 | 1.0486 | 1.473 | 0.6021 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 44.7761 | 47.0588 | 42.4242 | 44.7761 | 47.0588 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.1329 | 4.5213 | 1.2557 | 1.2933 | 1.6571 | 0.8171 |
Largest Winning Trade | 618294 | 618294 | 72680 | 2123654 | 2123654 | 532420 |
Largest Losing Trade | -35304 | -34281 | -35304 | -1174753 | -534877 | -1174753 |
Avg Bars in Trades | 50 | 56 | 44 | 50 | 56 | 44 |
Avg Bars in Winners | 70 | 73 | 66 | 70 | 73 | 66 |
Avg Bars in Losers | 34 | 41 | 28 | 34 | 41 | 28 |
Bars Traded | 3383 | 1913 | 1470 | 3383 | 1913 | 1470 |
Profit Streak | 51.828 | 81.328 | 0 | 51.828 | 81.328 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116282 | 304295 | -582082 | -527886 | 243100 | -583748 |
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{ "first_band": { "type": "alma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.29151 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.29151 } } }
# | 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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