Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1364184.6122 | 1234271.7511 | 129912.8611 | 9563664.6197 | 7291245.7665 | 2272418.8532 |
Total P&L (%) | 1364.1846 | 1234.2718 | 129.9129 | 9563.6646 | 7291.2458 | 2272.4189 |
Avg Daily Profit (%) | 0.7518 | 0.6802 | 0.0716 | 0.2522 | 0.2374 | 0.1747 |
Buy And Hold Return (%) | 708.317 | 708.317 | 708.317 | 708.317 | 708.317 | 708.317 |
Max Trade Drawdown | -128933 | -89509 | -66606 | -27981898 | -11503835 | -16478062 |
Profit Factor | 3.8403 | 5.2922 | 1.6741 | 1.1584 | 1.2224 | 1.0824 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 49.2308 | 45.4545 | 53.125 | 49.2308 | 45.4545 | 53.125 |
Ratio Avg Win / Avg Loss | 3.9604 | 6.3506 | 1.4771 | 1.1946 | 1.4669 | 0.955 |
Largest Winning Trade | 736462 | 736462 | 68366 | 10284262 | 8753745 | 10284262 |
Largest Losing Trade | -49654 | -44836 | -49654 | -10930475 | -10930475 | -10096671 |
Avg Bars in Trades | 52 | 56 | 47 | 52 | 56 | 47 |
Avg Bars in Winners | 68 | 61 | 73 | 68 | 61 | 73 |
Avg Bars in Losers | 37 | 52 | 18 | 37 | 52 | 18 |
Bars Traded | 3397 | 1868 | 1529 | 3397 | 1868 | 1529 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123982 | 351134 | -260688 | -174066 | 222294 | -126302 |
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{ "first_band": { "type": "swma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 3.69804 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 3.69804 } } }
# | 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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