Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371381.8884 | 326097.7862 | 45284.1022 | 145832.6305 | 596398.3444 | -450565.7139 |
Total P&L (%) | 371.3819 | 326.0978 | 45.2841 | 145.8326 | 596.3983 | -450.5657 |
Avg Daily Profit (%) | 0.2089 | 0.1834 | 0.0255 | 0.0506 | 0.1092 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121508 | -90616 | -88199 | -922995 | -557115 | -703146 |
Profit Factor | 1.775 | 2.3534 | 1.19 | 1.0528 | 1.4823 | 0.7051 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 42.6471 | 41.1765 | 44.1176 | 42.6471 | 41.1765 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.387 | 3.3621 | 1.5074 | 1.4158 | 2.1176 | 0.8931 |
Largest Winning Trade | 178329 | 178329 | 74841 | 569560 | 569560 | 363909 |
Largest Losing Trade | -36355 | -35486 | -36355 | -331091 | -190940 | -331091 |
Avg Bars in Trades | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Winners | 118 | 114 | 122 | 118 | 114 | 122 |
Avg Bars in Losers | 43 | 46 | 40 | 43 | 46 | 40 |
Bars Traded | 5116 | 2517 | 2599 | 5116 | 2517 | 2599 |
Profit Streak | 0 | 37.3456 | 0 | 0 | 37.3456 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105573 | 326082 | -173274 | -404454 | -47339 | -583082 |
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{ "first_band": { "type": "alma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 135, "offset": 0, "multiplier": 2.54551 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 135, "offset": 0, "multiplier": 2.54551 } } }
# | 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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