Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182238.9338 | 138567.0945 | 43671.8394 | 174091.5823 | 137978.4693 | 36113.1131 |
Total P&L (%) | 182.2389 | 138.5671 | 43.6718 | 174.0916 | 137.9785 | 36.1131 |
Avg Daily Profit (%) | 0.3499 | 0.2661 | 0.0839 | 0.1938 | 0.1666 | 0.0592 |
Buy And Hold Return (%) | 21.4946 | 21.4946 | 21.4946 | 21.4946 | 21.4946 | 21.4946 |
Max Trade Drawdown | -61941 | -56696 | -61123 | -116475 | -89112 | -72182 |
Profit Factor | 1.206 | 1.3168 | 1.0976 | 1.1317 | 1.2128 | 1.0536 |
Total Trades | 824 | 412 | 412 | 824 | 412 | 412 |
Winning Trades | 313 | 158 | 155 | 313 | 158 | 155 |
Losing Trades | 511 | 254 | 257 | 511 | 254 | 257 |
Profitability (%) | 37.9854 | 38.3495 | 37.6214 | 37.9854 | 38.3495 | 37.6214 |
Ratio Avg Win / Avg Loss | 1.9689 | 2.1169 | 1.8199 | 1.8476 | 1.9498 | 1.747 |
Largest Winning Trade | 78459 | 78459 | 22404 | 66818 | 66818 | 42923 |
Largest Losing Trade | -10462 | -9185 | -10462 | -27860 | -17471 | -27860 |
Avg Bars in Trades | 29 | 30 | 29 | 29 | 30 | 29 |
Avg Bars in Winners | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Losers | 17 | 20 | 15 | 17 | 20 | 15 |
Bars Traded | 24695 | 12689 | 12006 | 24695 | 12689 | 12006 |
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 | 319073 | 202056 | -203217 | -67628 | 147932 | -286817 |
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{ "first_band": { "type": "zlma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 1.15006 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 1.15006 } } }
# | 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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