Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2227700.8067 | 2211334.3475 | 16366.4592 | 117055.1515 | 616997.1324 | -499941.981 |
Total P&L (%) | 2227.7008 | 2211.3343 | 16.3665 | 117.0552 | 616.9971 | -499.942 |
Avg Daily Profit (%) | 0.9612 | 0.9541 | 0.0071 | 0.0334 | 0.085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223155 | -164087 | -116212 | -2936059 | -2181938 | -1639731 |
Profit Factor | 3.6263 | 5.9439 | 1.0408 | 1.017 | 1.1462 | 0.8134 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 39.2405 | 37.5 | 41.0256 | 39.2405 | 37.5 | 41.0256 |
Ratio Avg Win / Avg Loss | 5.6149 | 9.9065 | 1.4962 | 1.5747 | 1.9103 | 1.1692 |
Largest Winning Trade | 2001966 | 2001966 | 80911 | 2101770 | 2101770 | 685893 |
Largest Losing Trade | -62609 | -43220 | -62609 | -1075975 | -1075975 | -774803 |
Avg Bars in Trades | 83 | 72 | 96 | 83 | 72 | 96 |
Avg Bars in Winners | 146 | 132 | 160 | 146 | 132 | 160 |
Avg Bars in Losers | 43 | 36 | 51 | 43 | 36 | 51 |
Bars Traded | 6634 | 2890 | 3744 | 6634 | 2890 | 3744 |
Profit Streak | 52.1722 | 52.1722 | 76.8389 | 52.1722 | 52.1722 | 76.8389 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14381 | 630626 | -371238 | -383443 | -141915 | -582022 |
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{ "first_band": { "type": "swma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 3.20429 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 3.20429 } } }
# | 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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