Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236792.4447 | 1204066.3854 | 32726.0593 | 21068.8116 | 66478.9188 | -45410.1071 |
Total P&L (%) | 1236.7924 | 1204.0664 | 32.7261 | 21.0688 | 66.4789 | -45.4101 |
Avg Daily Profit (%) | 0.5251 | 0.5112 | 0.0139 | 0.0081 | 0.0216 | -0.0257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158579 | -124313 | -196641 | -393464 | -377160 | -257544 |
Profit Factor | 2.7633 | 4.5423 | 1.0905 | 1.0204 | 1.1172 | 0.9022 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 37.6344 | 34.0426 | 41.3043 | 37.6344 | 34.0426 | 41.3043 |
Ratio Avg Win / Avg Loss | 4.5792 | 8.8007 | 1.5497 | 1.691 | 2.1645 | 1.2821 |
Largest Winning Trade | 1278237 | 1278237 | 54924 | 421164 | 421164 | 69201 |
Largest Losing Trade | -50746 | -50094 | -50746 | -209208 | -209208 | -72059 |
Avg Bars in Trades | 73 | 55 | 91 | 73 | 55 | 91 |
Avg Bars in Winners | 126 | 94 | 152 | 126 | 94 | 152 |
Avg Bars in Losers | 41 | 35 | 48 | 41 | 35 | 48 |
Bars Traded | 6832 | 2620 | 4212 | 6832 | 2620 | 4212 |
Profit Streak | 43.7761 | 57.4428 | 43.7761 | 43.7761 | 57.4428 | 43.7761 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466200 | 468440 | -299738 | -388255 | -259863 | -581865 |
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{ "first_band": { "type": "rma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 119, "offset": 0, "multiplier": 2.8272 } } }
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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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