Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2270607.2426 | 2137935.4463 | 132671.7963 | 898611.3107 | -252252.6227 | 1150863.9335 |
Total P&L (%) | 2270.6072 | 2137.9354 | 132.6718 | 898.6113 | -252.2526 | 1150.8639 |
Avg Daily Profit (%) | 0.9834 | 0.9259 | 0.0575 | 0.0997 | 0 | 0.1095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155522 | -124530 | -97691 | -4212929 | -4430114 | -2268754 |
Profit Factor | 3.4553 | 5.6193 | 1.2872 | 1.0545 | 0.9723 | 1.1558 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 42.8571 | 41.6667 | 44.0678 | 42.8571 | 41.6667 | 44.0678 |
Ratio Avg Win / Avg Loss | 4.6071 | 7.867 | 1.6338 | 1.406 | 1.3612 | 1.467 |
Largest Winning Trade | 2001966 | 2001966 | 75994 | 1809070 | 1809070 | 1583741 |
Largest Losing Trade | -62609 | -41586 | -62609 | -1484178 | -1205578 | -1484178 |
Avg Bars in Trades | 57 | 43 | 71 | 57 | 43 | 71 |
Avg Bars in Winners | 94 | 68 | 118 | 94 | 68 | 118 |
Avg Bars in Losers | 30 | 25 | 35 | 30 | 25 | 35 |
Bars Traded | 6841 | 2601 | 4240 | 6841 | 2601 | 4240 |
Profit Streak | 0 | 0 | 67.2812 | 0 | 0 | 67.2812 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 628989 | -151174 | -292683 | -222456 | -751810 | -273146 |
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{ "first_band": { "type": "rma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 3.12839 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 3.12839 } } }
# | 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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