Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324439.1099 | 370426.6865 | -45987.5766 | -547903.2485 | -72362.8585 | -475540.39 |
Total P&L (%) | 324.4391 | 370.4267 | -45.9876 | -547.9032 | -72.3629 | -475.5404 |
Avg Daily Profit (%) | 0.138 | 0.1575 | -0.0196 | 0 | -0.0547 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287304 | -53693 | -453498 | -845791 | -331316 | -704170 |
Profit Factor | 1.2071 | 1.7742 | 0.9577 | 0.8062 | 0.9296 | 0.7357 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 155 | 75 | 80 | 106 | 60 | 46 |
Losing Trades | 107 | 56 | 51 | 156 | 71 | 85 |
Profitability (%) | 59.1603 | 57.2519 | 61.0687 | 40.458 | 45.8015 | 35.1145 |
Ratio Avg Win / Avg Loss | 0.8333 | 1.3248 | 0.6106 | 1.1864 | 1.1 | 1.3594 |
Largest Winning Trade | 61900 | 61900 | 46180 | 235185 | 81519 | 235185 |
Largest Losing Trade | -236782 | -27697 | -236782 | -130291 | -53147 | -130291 |
Avg Bars in Trades | 34 | 24 | 44 | 34 | 24 | 44 |
Avg Bars in Winners | 31 | 19 | 41 | 35 | 24 | 50 |
Avg Bars in Losers | 38 | 29 | 48 | 33 | 23 | 41 |
Bars Traded | 9008 | 3159 | 5849 | 9008 | 3159 | 5849 |
Profit Streak | 0 | 0 | 0 | 54.0987 | 54.0987 | 56.5987 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8437 | 378815 | -579549 | -580467 | -580110 | -584545 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 4.43952 } }, "second_band": { "type": "alma", "factors": { "length": 38, "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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