Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2228734.0554 | 2222687.7222 | 6046.3332 | 400394.0838 | 3834576.0058 | -3434181.9219 |
Total P&L (%) | 2228.7341 | 2222.6877 | 6.0463 | 400.3941 | 3834.576 | -3434.1819 |
Avg Daily Profit (%) | 1.0048 | 1.0021 | 0.0027 | 0.0726 | 0.1657 | 0 |
Buy And Hold Return (%) | 272.063 | 272.063 | 272.063 | 272.063 | 272.063 | 272.063 |
Max Trade Drawdown | -188282 | -118472 | -113238 | -5398600 | -2287068 | -3716716 |
Profit Factor | 3.4725 | 6.3859 | 1.0124 | 1.0324 | 1.7287 | 0.5149 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 44.898 | 47.9452 | 41.8919 | 44.898 | 47.9452 | 41.8919 |
Ratio Avg Win / Avg Loss | 4.2617 | 6.9332 | 1.4043 | 1.2671 | 1.8769 | 0.7141 |
Largest Winning Trade | 2114390 | 2114390 | 51655 | 5413144 | 5413144 | 675697 |
Largest Losing Trade | -59346 | -31136 | -59346 | -2079638 | -1008343 | -2079638 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 67 | 62 | 72 | 67 | 62 | 72 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 6420 | 3186 | 3234 | 6420 | 3186 | 3234 |
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 | 662054 | -50887 | -629478 | -301436 | -61735 | -648389 |
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{ "first_band": { "type": "sma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 2.02517 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 2.02517 } } }
# | 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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