Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614652.126 | 555996.8773 | 58655.2487 | -62598.8284 | -217592.1647 | 154993.3363 |
Total P&L (%) | 614.6521 | 555.9969 | 58.6552 | -62.5988 | -217.5922 | 154.9933 |
Avg Daily Profit (%) | 0.4145 | 0.3749 | 0.0396 | -0.0663 | 0 | 0.0631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167289 | -190597 | -124001 | -670958 | -750874 | -345809 |
Profit Factor | 1.392 | 1.6275 | 1.086 | 0.9833 | 0.9022 | 1.1015 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 188 | 92 | 96 | 188 | 92 | 96 |
Losing Trades | 272 | 138 | 134 | 272 | 138 | 134 |
Profitability (%) | 40.8696 | 40 | 41.7391 | 40.8696 | 40 | 41.7391 |
Ratio Avg Win / Avg Loss | 2.014 | 2.4412 | 1.5159 | 1.4227 | 1.3532 | 1.5376 |
Largest Winning Trade | 597238 | 597238 | 36789 | 414375 | 414375 | 111357 |
Largest Losing Trade | -48455 | -31032 | -48455 | -178012 | -142730 | -178012 |
Avg Bars in Trades | 38 | 43 | 32 | 38 | 43 | 32 |
Avg Bars in Winners | 51 | 54 | 47 | 51 | 54 | 47 |
Avg Bars in Losers | 29 | 35 | 22 | 29 | 35 | 22 |
Bars Traded | 17494 | 9910 | 7584 | 17494 | 9910 | 7584 |
Profit Streak | 13.2177 | 13.2177 | 16.5511 | 13.2177 | 13.2177 | 16.5511 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431418 | 359248 | -267107 | -578755 | -581746 | -217829 |
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{ "first_band": { "type": "zlma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 2.42861 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 2.42861 } } }
# | 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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