Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4400530.2852 | 4605518.6791 | -204988.3939 | -54163.1071 | 67970.7113 | -122133.8184 |
Total P&L (%) | 4400.5303 | 4605.5187 | -204.9884 | -54.1631 | 67.9707 | -122.1338 |
Avg Daily Profit (%) | 2.2406 | 2.345 | -0.1044 | -0.0397 | 0.0264 | 0 |
Buy And Hold Return (%) | 2466.9824 | 2466.9824 | 2466.9824 | 2466.9824 | 2466.9824 | 2466.9824 |
Max Trade Drawdown | -266803 | -77356 | -274389 | -85675 | -28968 | -133499 |
Profit Factor | 7.2419 | 16.7854 | 0.5039 | 0.8423 | 1.5569 | 0.4483 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 33.75 | 35 | 32.5 | 33.75 | 35 | 32.5 |
Ratio Avg Win / Avg Loss | 14.2156 | 31.1729 | 1.0467 | 1.6534 | 2.8914 | 0.931 |
Largest Winning Trade | 4694168 | 4694168 | 42901 | 122426 | 122426 | 19692 |
Largest Losing Trade | -53651 | -46267 | -53651 | -65183 | -14640 | -65183 |
Avg Bars in Trades | 70 | 72 | 67 | 70 | 72 | 67 |
Avg Bars in Winners | 134 | 143 | 124 | 134 | 143 | 124 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 5608 | 2891 | 2717 | 5608 | 2891 | 2717 |
Profit Streak | 0 | 0 | 589.4331 | 0 | 0 | 589.4331 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15482 | 340333 | -585305 | -608097 | -326410 | -586971 |
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{ "first_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.14027 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.14027 } } }
# | 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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