Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267579.0017 | 171919.7869 | 95659.2148 | 556096.8497 | 542712.7916 | 13384.0581 |
Total P&L (%) | 267.579 | 171.9198 | 95.6592 | 556.0969 | 542.7128 | 13.3841 |
Avg Daily Profit (%) | 0.5138 | 0.3301 | 0.1837 | 0.3618 | 0.3579 | 0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51116 | -41466 | -43122 | -471711 | -282298 | -390835 |
Profit Factor | 1.5602 | 1.7494 | 1.3853 | 1.212 | 1.4576 | 1.0093 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Losing Trades | 218 | 111 | 107 | 218 | 111 | 107 |
Profitability (%) | 38.0682 | 36.9318 | 39.2045 | 38.0682 | 36.9318 | 39.2045 |
Ratio Avg Win / Avg Loss | 2.5382 | 2.9874 | 2.1482 | 1.9717 | 2.4891 | 1.5652 |
Largest Winning Trade | 65673 | 65673 | 26201 | 371492 | 371492 | 178413 |
Largest Losing Trade | -14282 | -14282 | -14277 | -133805 | -114740 | -133805 |
Avg Bars in Trades | 70 | 66 | 74 | 70 | 66 | 74 |
Avg Bars in Winners | 128 | 122 | 133 | 128 | 122 | 133 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 24737 | 11635 | 13102 | 24737 | 11635 | 13102 |
Profit Streak | 8.7348 | 10.7764 | 0 | 8.7348 | 10.7764 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373992 | 266789 | 172689 | 265652 | 248621 | -434714 |
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{ "first_band": { "type": "alma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 176, "offset": 0, "multiplier": 1.77415 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 176, "offset": 0, "multiplier": 1.77415 } } }
# | 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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