Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350262.2189 | 131530.2816 | 218731.9373 | -190606.4562 | -16386.111 | -174220.3452 |
Total P&L (%) | 350.2622 | 131.5303 | 218.7319 | -190.6065 | -16.3861 | -174.2203 |
Avg Daily Profit (%) | 0.2354 | 0.0884 | 0.147 | 0 | -0.012 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136301 | -97958 | -124301 | -398120 | -82294 | -324692 |
Profit Factor | 1.402 | 1.3296 | 1.4631 | 0.7773 | 0.9456 | 0.6857 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 106 | 51 | 55 | 80 | 42 | 38 |
Losing Trades | 63 | 33 | 30 | 89 | 42 | 47 |
Profitability (%) | 62.7219 | 60.7143 | 64.7059 | 47.3373 | 50 | 44.7059 |
Ratio Avg Win / Avg Loss | 0.8332 | 0.8604 | 0.798 | 0.8647 | 0.9456 | 0.8481 |
Largest Winning Trade | 47033 | 45068 | 47033 | 50336 | 50336 | 36825 |
Largest Losing Trade | -107549 | -40119 | -107549 | -271656 | -48114 | -271656 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 26 | 23 | 29 | 32 | 25 | 40 |
Avg Bars in Losers | 45 | 41 | 50 | 34 | 36 | 33 |
Bars Traded | 5680 | 2568 | 3112 | 5680 | 2568 | 3112 |
Profit Streak | 17.9439 | 20.4439 | 17.9439 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380327 | -74458 | 180930 | -580928 | -581107 | -583163 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 3.05152 } }, "second_band": { "type": "swma", "factors": { "length": 104, "offset": 0 } } }
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# | 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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