Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1902345.3717 | 1856885.736 | 45459.6357 | 800682.0759 | 777036.7056 | 23645.3703 |
Total P&L (%) | 1902.3454 | 1856.8857 | 45.4596 | 800.6821 | 777.0367 | 23.6454 |
Avg Daily Profit (%) | 0.8217 | 0.8021 | 0.0196 | 0.095 | 0.0938 | 0.0092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135269 | -141882 | -114094 | -1777151 | -1652159 | -925908 |
Profit Factor | 3.1988 | 4.7176 | 1.1243 | 1.114 | 1.1756 | 1.0091 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 44.9153 | 44.0678 | 45.7627 | 44.9153 | 44.0678 | 45.7627 |
Ratio Avg Win / Avg Loss | 3.9231 | 5.9878 | 1.3325 | 1.3663 | 1.4921 | 1.196 |
Largest Winning Trade | 1679702 | 1679702 | 78835 | 1389513 | 1389513 | 515198 |
Largest Losing Trade | -54038 | -54038 | -33747 | -780803 | -780803 | -340846 |
Avg Bars in Trades | 35 | 40 | 30 | 35 | 40 | 30 |
Avg Bars in Winners | 49 | 58 | 40 | 49 | 58 | 40 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 4197 | 2385 | 1812 | 4197 | 2385 | 1812 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 634839 | -158231 | -430471 | -162484 | -273598 | -573878 |
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{ "first_band": { "type": "ema", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 3.11106 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 3.11106 } } }
# | 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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