Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243101.959 | 1284567.955 | -41465.996 | -80073.243 | 350047.0596 | -430120.3026 |
Total P&L (%) | 1243.102 | 1284.568 | -41.466 | -80.0732 | 350.0471 | -430.1203 |
Avg Daily Profit (%) | 0.6898 | 0.7129 | -0.023 | -0.0895 | 0.0835 | 0 |
Buy And Hold Return (%) | 216.0213 | 216.0213 | 216.0213 | 216.0213 | 216.0213 | 216.0213 |
Max Trade Drawdown | -107076 | -97375 | -238606 | -332433 | -27688 | -485049 |
Profit Factor | 2.6485 | 5.6103 | 0.9128 | 0.8725 | 5.1961 | 0.2105 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 40.625 | 37.5 | 43.75 | 40.625 | 37.5 | 43.75 |
Ratio Avg Win / Avg Loss | 3.8708 | 9.3505 | 1.1736 | 1.2753 | 8.6602 | 0.2707 |
Largest Winning Trade | 891203 | 891203 | 67739 | 306876 | 306876 | 34382 |
Largest Losing Trade | -93733 | -27085 | -93733 | -319920 | -13839 | -319920 |
Avg Bars in Trades | 53 | 49 | 58 | 53 | 49 | 58 |
Avg Bars in Winners | 98 | 89 | 105 | 98 | 89 | 105 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 5166 | 2374 | 2792 | 5166 | 2374 | 2792 |
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 | 470008 | 546800 | -581453 | -582501 | -87715 | -583119 |
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{ "first_band": { "type": "alma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 2.78064 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 2.78064 } } }
# | 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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