Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359428.4952 | 376302.6357 | -16874.1405 | -9940.8735 | 238004.6703 | -247945.5438 |
Total P&L (%) | 359.4285 | 376.3026 | -16.8741 | -9.9409 | 238.0047 | -247.9455 |
Avg Daily Profit (%) | 0.1938 | 0.2029 | -0.0091 | -0.0056 | 0.0657 | 0 |
Buy And Hold Return (%) | 29.3767 | 29.3767 | 29.3767 | 29.3767 | 29.3767 | 29.3767 |
Max Trade Drawdown | -212740 | -88290 | -279264 | -252497 | -35161 | -304255 |
Profit Factor | 1.3233 | 1.7697 | 0.9729 | 0.9837 | 2.3756 | 0.4312 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 50.5051 | 48.4848 | 52.5253 | 50.5051 | 48.4848 | 52.5253 |
Ratio Avg Win / Avg Loss | 1.2968 | 1.8803 | 0.8794 | 0.964 | 2.5241 | 0.3897 |
Largest Winning Trade | 76242 | 76242 | 52167 | 66382 | 66382 | 16293 |
Largest Losing Trade | -80516 | -35660 | -80516 | -208706 | -18009 | -208706 |
Avg Bars in Trades | 26 | 21 | 32 | 26 | 21 | 32 |
Avg Bars in Winners | 32 | 20 | 42 | 32 | 20 | 42 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 5322 | 2145 | 3177 | 5322 | 2145 | 3177 |
Profit Streak | 0 | 0 | 143.2519 | 0 | 0 | 143.2519 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330269 | 374398 | -579389 | -579398 | -101298 | -579389 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 3.03283 } }, "second_band": { "type": "zlma", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 3.03283 } }, "second_band": { "type": "zlma", "factors": { "length": 46, "offset": 0 } } }
# | 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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