Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669733.3008 | 604840.7399 | 64892.5609 | 487498.6986 | 679354.8159 | -191856.1173 |
Total P&L (%) | 669.7333 | 604.8407 | 64.8926 | 487.4987 | 679.3548 | -191.8561 |
Avg Daily Profit (%) | 0.3721 | 0.336 | 0.0361 | 0.0984 | 0.1141 | 0 |
Buy And Hold Return (%) | 191.7101 | 191.7101 | 191.7101 | 191.7101 | 191.7101 | 191.7101 |
Max Trade Drawdown | -97346 | -93268 | -74821 | -566571 | -203722 | -483123 |
Profit Factor | 2.1939 | 2.9177 | 1.2643 | 1.3626 | 2.4632 | 0.782 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 50.8475 | 55.1724 | 46.6667 | 50.8475 | 55.1724 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.1208 | 2.3707 | 1.4449 | 1.3172 | 2.0014 | 0.8937 |
Largest Winning Trade | 348427 | 348427 | 63941 | 383048 | 383048 | 314102 |
Largest Losing Trade | -59603 | -59603 | -36283 | -187883 | -159653 | -187883 |
Avg Bars in Trades | 54 | 65 | 43 | 54 | 65 | 43 |
Avg Bars in Winners | 62 | 63 | 60 | 62 | 63 | 60 |
Avg Bars in Losers | 45 | 66 | 28 | 45 | 66 | 28 |
Bars Traded | 3196 | 1885 | 1310 | 3196 | 1885 | 1310 |
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 | -168379 | 446891 | -311994 | -244019 | -37525 | -582121 |
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{ "first_band": { "type": "sma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 3.67882 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 3.67882 } } }
# | 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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