Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366807.4171 | 305347.467 | 61459.9502 | 712748.7288 | 802680.3157 | -89931.5869 |
Total P&L (%) | 366.8074 | 305.3475 | 61.46 | 712.7487 | 802.6803 | -89.9316 |
Avg Daily Profit (%) | 0.172 | 0.1432 | 0.0288 | 0.0983 | 0.1032 | -0.1076 |
Buy And Hold Return (%) | 23.2422 | 23.2422 | 23.2422 | 23.2422 | 23.2422 | 23.2422 |
Max Trade Drawdown | -86846 | -54796 | -78333 | -1111084 | -563577 | -681327 |
Profit Factor | 1.7363 | 2.2886 | 1.2353 | 1.2271 | 1.5251 | 0.9441 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 53.9823 | 58.9286 | 49.1228 | 53.9823 | 58.9286 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.4802 | 1.5951 | 1.2794 | 1.0461 | 1.063 | 0.9778 |
Largest Winning Trade | 75198 | 75198 | 56804 | 283921 | 283921 | 204203 |
Largest Losing Trade | -51996 | -37384 | -51996 | -642049 | -270177 | -642049 |
Avg Bars in Trades | 35 | 39 | 31 | 35 | 39 | 31 |
Avg Bars in Winners | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 4009 | 2189 | 1820 | 4009 | 2189 | 1820 |
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 | 373628 | -176429 | -338513 | -60865 | -232190 | -761174 |
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{ "first_band": { "type": "rma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.6306 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.6306 } } }
# | 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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