Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717934.2317 | 657160.7641 | 60773.4676 | 43374.7132 | 70989.9215 | -27615.2083 |
Total P&L (%) | 717.9342 | 657.1608 | 60.7735 | 43.3747 | 70.9899 | -27.6152 |
Avg Daily Profit (%) | 0.3046 | 0.2788 | 0.0258 | 0.0153 | 0.0228 | -0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133861 | -74977 | -169232 | -174461 | -63334 | -193973 |
Profit Factor | 2.4418 | 4.5672 | 1.1937 | 1.0859 | 1.3737 | 0.9124 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 51.7241 | 55.1724 | 48.2759 | 51.7241 | 55.1724 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.279 | 3.7109 | 1.279 | 1.0135 | 1.1161 | 0.9775 |
Largest Winning Trade | 599670 | 599670 | 74804 | 122776 | 122776 | 55225 |
Largest Losing Trade | -87993 | -37064 | -87993 | -94631 | -63334 | -94631 |
Avg Bars in Trades | 153 | 105 | 201 | 153 | 105 | 201 |
Avg Bars in Winners | 230 | 120 | 356 | 230 | 120 | 356 |
Avg Bars in Losers | 71 | 88 | 57 | 71 | 88 | 57 |
Bars Traded | 8925 | 3069 | 5856 | 8925 | 3069 | 5856 |
Profit Streak | 0 | 0 | 315.6769 | 0 | 0 | 315.6769 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165691 | 604966 | -166240 | -479687 | -161304 | -580536 |
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{ "first_band": { "type": "rma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 2.98623 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 2.98623 } } }
# | 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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