Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392782.4767 | 286569.6404 | 106212.8364 | 225683.1958 | 261932.3503 | -36249.1546 |
Total P&L (%) | 392.7825 | 286.5696 | 106.2128 | 225.6832 | 261.9324 | -36.2492 |
Avg Daily Profit (%) | 0.3818 | 0.2786 | 0.1032 | 0.1148 | 0.1251 | -0.0437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131841 | -90380 | -99278 | -347509 | -217096 | -247623 |
Profit Factor | 1.4979 | 1.7279 | 1.2688 | 1.1192 | 1.2847 | 0.9627 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Losing Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Profitability (%) | 39.8693 | 39.8693 | 39.8693 | 39.8693 | 39.8693 | 39.8693 |
Ratio Avg Win / Avg Loss | 2.2592 | 2.606 | 1.9136 | 1.688 | 1.9375 | 1.452 |
Largest Winning Trade | 208304 | 208304 | 44725 | 350992 | 350992 | 85453 |
Largest Losing Trade | -22936 | -18679 | -22936 | -95250 | -95250 | -86062 |
Avg Bars in Trades | 79 | 70 | 88 | 79 | 70 | 88 |
Avg Bars in Winners | 130 | 104 | 155 | 130 | 104 | 155 |
Avg Bars in Losers | 45 | 48 | 42 | 45 | 48 | 42 |
Bars Traded | 24268 | 10804 | 13464 | 24268 | 10804 | 13464 |
Profit Streak | 16.67 | 0 | 18.2534 | 16.67 | 0 | 18.2534 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353269 | 283463 | -57277 | -129701 | -28589 | -582241 |
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{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 162 } }, "second_band": { "type": "supertrend", "factors": { "length": 84, "offset": 0, "multiplier": 1.18677 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 162 } }, "second_band": { "type": "supertrend", "factors": { "length": 84, "offset": 0, "multiplier": 1.18677 } } }
# | 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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