Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083696.4757 | 1074676.47 | 9020.0058 | 766187.9714 | 2142243.6925 | -1376055.7211 |
Total P&L (%) | 1083.6965 | 1074.6765 | 9.02 | 766.188 | 2142.2437 | -1376.0557 |
Avg Daily Profit (%) | 0.5204 | 0.5161 | 0.0043 | 0.1037 | 0.1495 | 0 |
Buy And Hold Return (%) | 438.961 | 438.961 | 438.961 | 438.961 | 438.961 | 438.961 |
Max Trade Drawdown | -117266 | -91838 | -113556 | -4162579 | -2322774 | -2507447 |
Profit Factor | 1.8407 | 2.7496 | 1.0134 | 1.0361 | 1.219 | 0.8797 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 147 | 68 | 79 | 147 | 68 | 79 |
Losing Trades | 223 | 117 | 106 | 223 | 117 | 106 |
Profitability (%) | 39.7297 | 36.7568 | 42.7027 | 39.7297 | 36.7568 | 42.7027 |
Ratio Avg Win / Avg Loss | 2.7923 | 4.731 | 1.3597 | 1.5718 | 2.0974 | 1.1804 |
Largest Winning Trade | 756490 | 756490 | 50736 | 3025198 | 3025198 | 1072895 |
Largest Losing Trade | -38697 | -26718 | -38697 | -1653317 | -550726 | -1653317 |
Avg Bars in Trades | 67 | 65 | 68 | 67 | 65 | 68 |
Avg Bars in Winners | 108 | 107 | 110 | 108 | 107 | 110 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 24795 | 12174 | 12621 | 24795 | 12174 | 12621 |
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 | 304034 | 264538 | -561058 | -244438 | 50599 | -581535 |
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{ "first_band": { "type": "alma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 2.60979 } } }
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# | 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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