Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964886.6189 | 886890.1706 | 77996.4484 | 1239035.9973 | 1166678.5607 | 72357.4366 |
Total P&L (%) | 964.8866 | 886.8902 | 77.9964 | 1239.036 | 1166.6786 | 72.3574 |
Avg Daily Profit (%) | 0.4633 | 0.4259 | 0.0375 | 0.1247 | 0.122 | 0.0261 |
Buy And Hold Return (%) | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 |
Max Trade Drawdown | -131162 | -107687 | -182668 | -4138337 | -3157938 | -1558604 |
Profit Factor | 1.6697 | 2.1748 | 1.1137 | 1.062 | 1.1042 | 1.0082 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 138 | 65 | 73 | 138 | 65 | 73 |
Losing Trades | 215 | 112 | 103 | 215 | 112 | 103 |
Profitability (%) | 39.0935 | 36.7232 | 41.4773 | 39.0935 | 36.7232 | 41.4773 |
Ratio Avg Win / Avg Loss | 2.6014 | 3.7473 | 1.5714 | 1.6546 | 1.9026 | 1.4226 |
Largest Winning Trade | 409868 | 409868 | 57433 | 2636928 | 2636928 | 683546 |
Largest Losing Trade | -34846 | -24536 | -34846 | -804402 | -804402 | -581916 |
Avg Bars in Trades | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Winners | 112 | 116 | 108 | 112 | 116 | 108 |
Avg Bars in Losers | 43 | 43 | 42 | 43 | 43 | 42 |
Bars Traded | 24740 | 12417 | 12323 | 24740 | 12417 | 12323 |
Profit Streak | 0 | 0 | 8.2421 | 0 | 0 | 8.2421 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397999 | 335307 | -405222 | -179774 | -139344 | -537464 |
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{ "first_band": { "type": "alma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 248, "offset": 0, "multiplier": 2.70308 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 248, "offset": 0, "multiplier": 2.70308 } } }
# | 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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