Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992424.6279 | 916209.1088 | 76215.5191 | 723331.5203 | 1932109.9864 | -1208778.4661 |
Total P&L (%) | 992.4246 | 916.2091 | 76.2155 | 723.3315 | 1932.11 | -1208.7785 |
Avg Daily Profit (%) | 0.4273 | 0.3945 | 0.0328 | 0.0908 | 0.1297 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159254 | -156856 | -174608 | -5387302 | -2632729 | -3376752 |
Profit Factor | 1.776 | 2.3393 | 1.1281 | 1.0411 | 1.2003 | 0.848 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Profitability (%) | 39.0947 | 39.3443 | 38.843 | 39.0947 | 39.3443 | 38.843 |
Ratio Avg Win / Avg Loss | 2.7668 | 3.6064 | 1.7762 | 1.6219 | 1.8505 | 1.3351 |
Largest Winning Trade | 454503 | 454503 | 79373 | 3614219 | 3614219 | 1338992 |
Largest Losing Trade | -56372 | -56372 | -37650 | -1992809 | -1992809 | -946050 |
Avg Bars in Trades | 55 | 47 | 63 | 55 | 47 | 63 |
Avg Bars in Winners | 91 | 73 | 109 | 91 | 73 | 109 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 13519 | 5814 | 7705 | 13519 | 5814 | 7705 |
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 | 373633 | 352108 | -232101 | -248483 | -23180 | -583682 |
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{ "first_band": { "type": "ema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 26, "offset": 0, "multiplier": 3.02948 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 26, "offset": 0, "multiplier": 3.02948 } } }
# | 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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