Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2310582.2339 | 2221178.9096 | 89403.3243 | 67839830.0807 | 53827674.7096 | 14012155.3711 |
Total P&L (%) | 2310.5822 | 2221.1789 | 89.4033 | 67839.8301 | 53827.6747 | 14012.1554 |
Avg Daily Profit (%) | 1.0222 | 0.9826 | 0.0396 | 0.2889 | 0.2787 | 0.2192 |
Buy And Hold Return (%) | 9396.9461 | 9396.9461 | 9396.9461 | 9396.9461 | 9396.9461 | 9396.9461 |
Max Trade Drawdown | -115207 | -56827 | -125429 | -27419725 | -29956223 | -24390550 |
Profit Factor | 5.5784 | 9.7578 | 1.3561 | 1.6956 | 1.9385 | 1.3488 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 46.9136 | 53.6585 | 40 | 46.9136 | 53.6585 | 40 |
Ratio Avg Win / Avg Loss | 6.3124 | 8.4272 | 2.0342 | 1.9187 | 1.6742 | 2.0232 |
Largest Winning Trade | 1628030 | 1628030 | 33082 | 42379567 | 42379567 | 20693272 |
Largest Losing Trade | -51448 | -35300 | -51448 | -16685477 | -16685477 | -11186552 |
Avg Bars in Trades | 53 | 72 | 34 | 53 | 72 | 34 |
Avg Bars in Winners | 88 | 113 | 54 | 88 | 113 | 54 |
Avg Bars in Losers | 22 | 24 | 21 | 22 | 24 | 21 |
Bars Traded | 4357 | 2971 | 1386 | 4357 | 2971 | 1386 |
Profit Streak | 55.4649 | 102.4649 | 0 | 55.4649 | 102.4649 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161115 | -142456 | -308173 | -4905 | 468425 | -7144 |
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{ "first_band": { "type": "swma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 4.89274 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 4.89274 } } }
# | 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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