Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560287.579 | 672782.0397 | -112494.4608 | -65399.6597 | 837736.7751 | -903136.4348 |
Total P&L (%) | 560.2876 | 672.782 | -112.4945 | -65.3997 | 837.7368 | -903.1364 |
Avg Daily Profit (%) | 0.3121 | 0.3748 | -0.0627 | -0.0591 | 0.1248 | 0 |
Buy And Hold Return (%) | 291.6403 | 291.6403 | 291.6403 | 291.6403 | 291.6403 | 291.6403 |
Max Trade Drawdown | -187939 | -145779 | -255316 | -828606 | -389258 | -1034674 |
Profit Factor | 1.2936 | 1.7403 | 0.8875 | 0.978 | 1.7081 | 0.4971 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Losing Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Profitability (%) | 48.1771 | 48.4375 | 47.9167 | 48.1771 | 48.4375 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.3915 | 1.8525 | 0.9646 | 1.0521 | 1.8183 | 0.5404 |
Largest Winning Trade | 364075 | 364075 | 31711 | 668244 | 668244 | 44029 |
Largest Losing Trade | -53368 | -40225 | -53368 | -296797 | -187594 | -296797 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 7114 | 3708 | 3406 | 7114 | 3708 | 3406 |
Profit Streak | 12.3067 | 12.3067 | 21.5567 | 12.3067 | 12.3067 | 21.5567 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 154334 | 314151 | -579811 | -576450 | -25273 | -579811 |
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{ "first_band": { "type": "swma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 3.16183 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 3.16183 } } }
# | 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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