Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001733.0447 | 909585.8556 | 92147.1891 | 3155662.5146 | 1306213.9591 | 1849448.5555 |
Total P&L (%) | 1001.733 | 909.5859 | 92.1472 | 3155.6625 | 1306.214 | 1849.4486 |
Avg Daily Profit (%) | 0.5525 | 0.5017 | 0.0508 | 0.1923 | 0.1459 | 0.164 |
Buy And Hold Return (%) | 610.3657 | 610.3657 | 610.3657 | 610.3657 | 610.3657 | 610.3657 |
Max Trade Drawdown | -146532 | -145434 | -59448 | -2834095 | -2982239 | -1235679 |
Profit Factor | 2.6877 | 3.5097 | 1.3987 | 1.2437 | 1.154 | 1.4138 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 59.5506 | 60 | 59.0909 | 59.5506 | 60 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.8256 | 2.3398 | 0.9683 | 0.8448 | 0.7694 | 0.9788 |
Largest Winning Trade | 594674 | 594674 | 27278 | 892654 | 892654 | 882815 |
Largest Losing Trade | -45797 | -45797 | -38081 | -1525313 | -1525313 | -504228 |
Avg Bars in Trades | 37 | 57 | 17 | 37 | 57 | 17 |
Avg Bars in Winners | 38 | 53 | 22 | 38 | 53 | 22 |
Avg Bars in Losers | 37 | 63 | 11 | 37 | 63 | 11 |
Bars Traded | 3361 | 2574 | 787 | 3361 | 2574 | 787 |
Profit Streak | 47.6179 | 47.6179 | 50.1179 | 47.6179 | 47.6179 | 50.1179 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337025 | 215261 | -289716 | 262424 | -54629 | 210140 |
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{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 3.79751 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 3.79751 } } }
# | 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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