Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969561.0323 | 1001180.497 | -31619.4647 | 454566.3202 | 1594774.1409 | -1140207.8207 |
Total P&L (%) | 969.561 | 1001.1805 | -31.6195 | 454.5663 | 1594.7741 | -1140.2078 |
Avg Daily Profit (%) | 0.5349 | 0.5524 | -0.0174 | 0.0946 | 0.1563 | 0 |
Buy And Hold Return (%) | 533.0351 | 533.0351 | 533.0351 | 533.0351 | 533.0351 | 533.0351 |
Max Trade Drawdown | -134762 | -77278 | -94075 | -2469909 | -1410315 | -1666040 |
Profit Factor | 2.3519 | 3.8743 | 0.9143 | 1.0546 | 1.3778 | 0.7221 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 48.1928 | 47.619 | 48.7805 | 48.1928 | 47.619 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.5283 | 4.2618 | 0.96 | 1.1337 | 1.5156 | 0.7582 |
Largest Winning Trade | 560496 | 560496 | 65239 | 2116109 | 2116109 | 451013 |
Largest Losing Trade | -43666 | -35945 | -43666 | -663288 | -617874 | -663288 |
Avg Bars in Trades | 40 | 48 | 32 | 40 | 48 | 32 |
Avg Bars in Winners | 51 | 62 | 40 | 51 | 62 | 40 |
Avg Bars in Losers | 31 | 36 | 26 | 31 | 36 | 26 |
Bars Traded | 3395 | 2043 | 1352 | 3395 | 2043 | 1352 |
Profit Streak | 52.0158 | 78.5158 | 0 | 52.0158 | 78.5158 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 211212 | 374380 | -581216 | -394386 | 226694 | -581216 |
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{ "first_band": { "type": "swma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 4.85825 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 4.85825 } } }
# | 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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