Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2303148.5562 | 2230783.3268 | 72365.2294 | 699882.3037 | 1512496.9953 | -812614.6916 |
Total P&L (%) | 2303.1486 | 2230.7833 | 72.3652 | 699.8823 | 1512.497 | -812.6147 |
Avg Daily Profit (%) | 0.9936 | 0.9624 | 0.0312 | 0.0897 | 0.12 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174491 | -111651 | -117631 | -2506454 | -1799626 | -1830421 |
Profit Factor | 3.2618 | 5.0755 | 1.1537 | 1.0714 | 1.2776 | 0.8137 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 42.5197 | 46.875 | 38.0952 | 42.5197 | 46.875 | 38.0952 |
Ratio Avg Win / Avg Loss | 4.4094 | 5.7523 | 1.8747 | 1.4483 | 1.448 | 1.3222 |
Largest Winning Trade | 2001966 | 2001966 | 78396 | 1279771 | 1279771 | 454583 |
Largest Losing Trade | -61263 | -61263 | -53421 | -1188354 | -1188354 | -792006 |
Avg Bars in Trades | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Winners | 84 | 76 | 94 | 84 | 76 | 94 |
Avg Bars in Losers | 28 | 35 | 22 | 28 | 35 | 22 |
Bars Traded | 6683 | 3510 | 3173 | 6683 | 3510 | 3173 |
Profit Streak | 6.6639 | 9.3306 | 0 | 6.6639 | 9.3306 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 636660 | -118571 | -353155 | -216656 | -172146 | -730699 |
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{ "first_band": { "type": "rma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 3.42965 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 3.42965 } } }
# | 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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