Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723148.808 | 567184.4136 | 155964.3944 | 2413868.9482 | 3173740.4056 | -759871.4574 |
Total P&L (%) | 723.1488 | 567.1844 | 155.9644 | 2413.8689 | 3173.7404 | -759.8715 |
Avg Daily Profit (%) | 0.3471 | 0.2722 | 0.0749 | 0.1549 | 0.1676 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119236 | -93197 | -98519 | -5530069 | -3248112 | -3089091 |
Profit Factor | 1.4738 | 1.7174 | 1.2121 | 1.0776 | 1.1972 | 0.9494 |
Total Trades | 441 | 221 | 220 | 441 | 221 | 220 |
Winning Trades | 205 | 101 | 104 | 205 | 101 | 104 |
Losing Trades | 236 | 120 | 116 | 236 | 120 | 116 |
Profitability (%) | 46.4853 | 45.7014 | 47.2727 | 46.4853 | 45.7014 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.6967 | 2.0404 | 1.3519 | 1.2406 | 1.4224 | 1.0589 |
Largest Winning Trade | 151225 | 151225 | 46676 | 2162158 | 2162158 | 912880 |
Largest Losing Trade | -45355 | -38963 | -45355 | -1476614 | -1476614 | -1473976 |
Avg Bars in Trades | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Winners | 74 | 77 | 71 | 74 | 77 | 71 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 24743 | 12544 | 12199 | 24743 | 12544 | 12199 |
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 | 449660 | 390220 | -93907 | -126560 | 111142 | -579576 |
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{ "first_band": { "type": "swma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 119, "offset": 0, "multiplier": 4.30684 } } }
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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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