Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2886399.1272 | 2733374.3373 | 153024.7899 | 2566450.0894 | 1634119.3291 | 932330.7603 |
Total P&L (%) | 2886.3991 | 2733.3743 | 153.0248 | 2566.4501 | 1634.1193 | 932.3308 |
Avg Daily Profit (%) | 1.246 | 1.18 | 0.0661 | 0.1418 | 0.1232 | 0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131355 | -123130 | -98134 | -4160842 | -3800495 | -3363547 |
Profit Factor | 3.6492 | 5.4062 | 1.3261 | 1.1025 | 1.1099 | 1.0917 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 42.4837 | 42.8571 | 42.1053 | 42.4837 | 42.8571 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.9405 | 7.2083 | 1.8235 | 1.4926 | 1.4799 | 1.5011 |
Largest Winning Trade | 2530495 | 2530495 | 63862 | 4090806 | 4090806 | 1223259 |
Largest Losing Trade | -56538 | -56538 | -47924 | -2092582 | -2092582 | -1295924 |
Avg Bars in Trades | 58 | 56 | 59 | 58 | 56 | 59 |
Avg Bars in Winners | 81 | 73 | 90 | 81 | 73 | 90 |
Avg Bars in Losers | 41 | 44 | 38 | 41 | 44 | 38 |
Bars Traded | 8944 | 4386 | 4558 | 8944 | 4386 | 4558 |
Profit Streak | 0 | 0 | 84.3368 | 0 | 0 | 84.3368 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 656504 | -23147 | -154536 | -113150 | -172433 | -227653 |
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 3.22591 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 3.22591 } } }
# | 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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