Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456114.8507 | 397360.6625 | 58754.1882 | 123240.5893 | 191173.248 | -67932.6588 |
Total P&L (%) | 456.1149 | 397.3607 | 58.7542 | 123.2406 | 191.1732 | -67.9327 |
Avg Daily Profit (%) | 0.219 | 0.1908 | 0.0282 | 0.0386 | 0.0513 | -0.0546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156382 | -162453 | -107415 | -623883 | -501835 | -296581 |
Profit Factor | 1.2987 | 1.5278 | 1.0759 | 1.0294 | 1.0914 | 0.9677 |
Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
Winning Trades | 208 | 102 | 106 | 208 | 102 | 106 |
Losing Trades | 285 | 144 | 141 | 285 | 144 | 141 |
Profitability (%) | 42.1907 | 41.4634 | 42.915 | 42.1907 | 41.4634 | 42.915 |
Ratio Avg Win / Avg Loss | 1.7795 | 2.1569 | 1.4312 | 1.4105 | 1.5408 | 1.2872 |
Largest Winning Trade | 239069 | 239069 | 47207 | 237985 | 237985 | 136403 |
Largest Losing Trade | -36490 | -21586 | -36490 | -142993 | -142993 | -102798 |
Avg Bars in Trades | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Winners | 73 | 67 | 80 | 73 | 67 | 80 |
Avg Bars in Losers | 32 | 37 | 27 | 32 | 37 | 27 |
Bars Traded | 24740 | 12326 | 12414 | 24740 | 12326 | 12414 |
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 | 306349 | 271479 | -294995 | -330060 | -245849 | -581129 |
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{ "first_band": { "type": "ema", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 3.49401 } } }
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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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