Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286782.5094 | 1242978.5963 | 43803.9132 | 509146.8329 | 877811.958 | -368665.125 |
Total P&L (%) | 1286.7825 | 1242.9786 | 43.8039 | 509.1468 | 877.812 | -368.6651 |
Avg Daily Profit (%) | 0.6956 | 0.6719 | 0.0237 | 0.0977 | 0.1233 | 0 |
Buy And Hold Return (%) | 48.4215 | 48.4215 | 48.4215 | 48.4215 | 48.4215 | 48.4215 |
Max Trade Drawdown | -155235 | -134879 | -59295 | -6934421 | -5778325 | -2614061 |
Profit Factor | 3.2676 | 5.0814 | 1.1666 | 1.0279 | 1.09 | 0.9566 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 42.029 | 40 | 44.1176 | 42.029 | 40 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.507 | 7.622 | 1.4777 | 1.4178 | 1.635 | 1.2117 |
Largest Winning Trade | 1165948 | 1165948 | 60767 | 3933432 | 3933432 | 2446423 |
Largest Losing Trade | -34765 | -34765 | -30098 | -2145512 | -2145512 | -1478452 |
Avg Bars in Trades | 77 | 82 | 72 | 77 | 82 | 72 |
Avg Bars in Winners | 104 | 115 | 95 | 104 | 115 | 95 |
Avg Bars in Losers | 57 | 60 | 55 | 57 | 60 | 55 |
Bars Traded | 5359 | 2882 | 2477 | 5359 | 2882 | 2477 |
Profit Streak | 0 | 0 | 71.0433 | 0 | 0 | 71.0433 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90857 | 576970 | -366022 | -361318 | -152291 | -580858 |
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{ "first_band": { "type": "sma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.69574 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.69574 } } }
# | 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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