Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663069.1432 | 701612.8198 | -38543.6766 | -38015.8934 | 227167.628 | -265183.5214 |
Total P&L (%) | 663.0691 | 701.6128 | -38.5437 | -38.0159 | 227.1676 | -265.1835 |
Avg Daily Profit (%) | 0.287 | 0.3037 | -0.0167 | -0.0207 | 0.0513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177445 | -185208 | -169987 | -768081 | -435090 | -676676 |
Profit Factor | 1.4926 | 1.9387 | 0.9356 | 0.9844 | 1.1714 | 0.7609 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 43.5754 | 45.5556 | 41.573 | 43.5754 | 45.5556 | 41.573 |
Ratio Avg Win / Avg Loss | 1.9327 | 2.317 | 1.3149 | 1.2747 | 1.4 | 1.0694 |
Largest Winning Trade | 319408 | 319408 | 58076 | 258676 | 258676 | 152850 |
Largest Losing Trade | -48921 | -48921 | -38012 | -265390 | -265390 | -210899 |
Avg Bars in Trades | 37 | 46 | 27 | 37 | 46 | 27 |
Avg Bars in Winners | 51 | 61 | 40 | 51 | 61 | 40 |
Avg Bars in Losers | 25 | 33 | 18 | 25 | 33 | 18 |
Bars Traded | 6659 | 4187 | 2472 | 6659 | 4187 | 2472 |
Profit Streak | 0 | 0 | 47.4775 | 0 | 0 | 47.4775 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345328 | 380309 | -581867 | -580672 | -158386 | -581867 |
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{ "first_band": { "type": "alma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 3.43255 } } }
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# | 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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