Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1858608.6911 | 2021446.2327 | -162837.5416 | -85900.1897 | 1306123.4574 | -1392023.6471 |
Total P&L (%) | 1858.6087 | 2021.4462 | -162.8375 | -85.9002 | 1306.1235 | -1392.0236 |
Avg Daily Profit (%) | 0.8366 | 0.9099 | -0.0733 | -0.0881 | 0.1191 | 0 |
Buy And Hold Return (%) | 280.3253 | 280.3253 | 280.3253 | 280.3253 | 280.3253 | 280.3253 |
Max Trade Drawdown | -384441 | -200399 | -254531 | -2895354 | -1219069 | -1697806 |
Profit Factor | 2.2979 | 3.6662 | 0.7584 | 0.9806 | 1.6348 | 0.4131 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 45.1163 | 43.9252 | 46.2963 | 45.1163 | 43.9252 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.7953 | 4.6802 | 0.8797 | 1.1929 | 2.087 | 0.4792 |
Largest Winning Trade | 2087533 | 2087533 | 38515 | 2449404 | 2449404 | 341409 |
Largest Losing Trade | -42507 | -42507 | -41007 | -1164656 | -712209 | -1164656 |
Avg Bars in Trades | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Winners | 37 | 41 | 32 | 37 | 41 | 32 |
Avg Bars in Losers | 23 | 26 | 21 | 23 | 26 | 21 |
Bars Traded | 6426 | 3516 | 2909 | 6426 | 3516 | 2909 |
Profit Streak | 0 | 10.0539 | 0 | 0 | 10.0539 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605883 | 651912 | -582207 | -579607 | -34161 | -582207 |
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{ "first_band": { "type": "swma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 2.68983 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 2.68983 } } }
# | 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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