Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066143.4344 | 1054477.2976 | 11666.1368 | 374202.7657 | 1177539.9603 | -803337.1946 |
Total P&L (%) | 1066.1434 | 1054.4773 | 11.6661 | 374.2028 | 1177.54 | -803.3372 |
Avg Daily Profit (%) | 0.5972 | 0.5907 | 0.0065 | 0.0872 | 0.1428 | 0 |
Buy And Hold Return (%) | 388.0647 | 388.0647 | 388.0647 | 388.0647 | 388.0647 | 388.0647 |
Max Trade Drawdown | -116716 | -131653 | -110179 | -2114630 | -1514397 | -1439194 |
Profit Factor | 2.34 | 3.6748 | 1.0291 | 1.0544 | 1.3633 | 0.7788 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 37.5 | 31.25 | 43.75 | 37.5 | 31.25 | 43.75 |
Ratio Avg Win / Avg Loss | 3.8999 | 8.0847 | 1.3231 | 1.7574 | 2.9993 | 1.0013 |
Largest Winning Trade | 838090 | 838090 | 65463 | 2203600 | 2203600 | 391681 |
Largest Losing Trade | -44600 | -34166 | -44600 | -1084564 | -349824 | -1084564 |
Avg Bars in Trades | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Winners | 90 | 88 | 92 | 90 | 88 | 92 |
Avg Bars in Losers | 32 | 37 | 27 | 32 | 37 | 27 |
Bars Traded | 6964 | 3411 | 3553 | 6964 | 3411 | 3553 |
Profit Streak | 48.8388 | 48.8388 | 70.8388 | 48.8388 | 48.8388 | 70.8388 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340145 | -131349 | -679351 | -404918 | -149675 | -720032 |
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{ "first_band": { "type": "rma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 69, "offset": 0, "multiplier": 4.10527 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 69, "offset": 0, "multiplier": 4.10527 } } }
# | 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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