Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243226.9757 | 1146088.5276 | 97138.4481 | 5642855.0903 | 8347564.75 | -2704709.6597 |
Total P&L (%) | 1243.227 | 1146.0885 | 97.1384 | 5642.8551 | 8347.5648 | -2704.7097 |
Avg Daily Profit (%) | 0.6814 | 0.6282 | 0.0532 | 0.2223 | 0.2435 | 0 |
Buy And Hold Return (%) | 844.7276 | 844.7276 | 844.7276 | 844.7276 | 844.7276 | 844.7276 |
Max Trade Drawdown | -115630 | -72454 | -63721 | -11395660 | -7343316 | -9462488 |
Profit Factor | 3.0246 | 4.3791 | 1.3534 | 1.1057 | 1.2916 | 0.8907 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 51.1364 | 50 | 52.2727 | 51.1364 | 50 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.8902 | 4.3791 | 1.2357 | 1.0566 | 1.2916 | 0.8133 |
Largest Winning Trade | 594674 | 594674 | 69380 | 12109620 | 12109620 | 3616195 |
Largest Losing Trade | -44836 | -44836 | -37685 | -6065484 | -6065484 | -5781357 |
Avg Bars in Trades | 38 | 44 | 33 | 38 | 44 | 33 |
Avg Bars in Winners | 48 | 58 | 38 | 48 | 58 | 38 |
Avg Bars in Losers | 28 | 29 | 28 | 28 | 29 | 28 |
Bars Traded | 3417 | 1936 | 1481 | 3417 | 1936 | 1481 |
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 | -699 | -35691 | -286832 | -95854 | 305999 | -580424 |
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{ "first_band": { "type": "swma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 177, "offset": 0, "multiplier": 3.46453 } } }
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# | 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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