Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321646.5566 | 196146.2889 | 125500.2677 | 180018.4897 | 65337.726 | 114680.7637 |
Total P&L (%) | 321.6466 | 196.1463 | 125.5003 | 180.0185 | 65.3377 | 114.6808 |
Avg Daily Profit (%) | 0.1675 | 0.1021 | 0.0654 | 0.0536 | 0.0262 | 0.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95969 | -104937 | -65205 | -265255 | -309612 | -172093 |
Profit Factor | 1.5747 | 1.5942 | 1.5466 | 1.1443 | 1.0877 | 1.2281 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 52.2222 | 51.1111 | 53.3333 | 52.2222 | 51.1111 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.4407 | 1.5249 | 1.3533 | 1.0469 | 1.0404 | 1.0746 |
Largest Winning Trade | 166582 | 166582 | 48495 | 173160 | 173160 | 51251 |
Largest Losing Trade | -40493 | -40493 | -36722 | -104471 | -101465 | -104471 |
Avg Bars in Trades | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Winners | 78 | 72 | 85 | 78 | 72 | 85 |
Avg Bars in Losers | 40 | 47 | 32 | 40 | 47 | 32 |
Bars Traded | 5444 | 2710 | 2734 | 5444 | 2710 | 2734 |
Profit Streak | 41.6411 | 0 | 48.9744 | 41.6411 | 0 | 48.9744 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366629 | -53413 | -103017 | -182025 | -282042 | -139044 |
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{ "first_band": { "type": "alma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 4.90124 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 4.90124 } } }
# | 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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