Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681041.8595 | 551871.5736 | 129170.2859 | 128902.3711 | -70033.8495 | 198936.2206 |
Total P&L (%) | 681.0419 | 551.8716 | 129.1703 | 128.9024 | -70.0338 | 198.9362 |
Avg Daily Profit (%) | 0.4613 | 0.3738 | 0.0875 | 0.0561 | -0.0816 | 0.0742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181772 | -130511 | -70184 | -551882 | -402631 | -249811 |
Profit Factor | 1.6596 | 1.9196 | 1.2988 | 1.0509 | 0.9534 | 1.1933 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 83 | 31 | 52 | 83 | 31 | 52 |
Losing Trades | 138 | 80 | 58 | 138 | 80 | 58 |
Profitability (%) | 37.5566 | 27.9279 | 47.2727 | 37.5566 | 27.9279 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.7594 | 4.9538 | 1.4486 | 1.7473 | 2.4603 | 1.3309 |
Largest Winning Trade | 420136 | 420136 | 64751 | 291393 | 291393 | 130679 |
Largest Losing Trade | -30805 | -26742 | -30805 | -119810 | -117463 | -119810 |
Avg Bars in Trades | 78 | 71 | 86 | 78 | 71 | 86 |
Avg Bars in Winners | 123 | 111 | 130 | 123 | 111 | 130 |
Avg Bars in Losers | 51 | 55 | 46 | 51 | 55 | 46 |
Bars Traded | 17397 | 7882 | 9515 | 17397 | 7882 | 9515 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350337 | -4001 | -77406 | -285071 | -595169 | -103146 |
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{ "first_band": { "type": "sma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 170, "offset": 0, "multiplier": 3.46564 } } }
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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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