Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1922400.9553 | 1746430.4986 | 175970.4567 | 5189839.4154 | 3495422.3104 | 1694417.105 |
Total P&L (%) | 1922.401 | 1746.4305 | 175.9705 | 5189.8394 | 3495.4223 | 1694.4171 |
Avg Daily Profit (%) | 0.833 | 0.7568 | 0.0763 | 0.1721 | 0.1553 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89003 | -107479 | -96324 | -2388251 | -2297004 | -2528299 |
Profit Factor | 3.6819 | 5.453 | 1.5421 | 1.3483 | 1.4293 | 1.2508 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 45.3704 | 40.7407 | 50 | 45.3704 | 40.7407 | 50 |
Ratio Avg Win / Avg Loss | 4.4333 | 7.9316 | 1.5421 | 1.6235 | 2.0789 | 1.2508 |
Largest Winning Trade | 1388080 | 1388080 | 83599 | 2925296 | 2925296 | 2422959 |
Largest Losing Trade | -56140 | -37832 | -56140 | -1760600 | -839903 | -1760600 |
Avg Bars in Trades | 83 | 73 | 94 | 83 | 73 | 94 |
Avg Bars in Winners | 126 | 115 | 136 | 126 | 115 | 136 |
Avg Bars in Losers | 48 | 44 | 51 | 48 | 44 | 51 |
Bars Traded | 9047 | 3968 | 5079 | 9047 | 3968 | 5079 |
Profit Streak | 0 | 0 | 43.1983 | 0 | 0 | 43.1983 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666350 | -162732 | -267095 | 279954 | -174015 | -204319 |
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{ "first_band": { "type": "alma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 2.74254 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 2.74254 } } }
# | 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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