Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633878.1751 | 501650.3534 | 132227.8217 | 1309566.5431 | 4842604.9763 | -3533038.4332 |
Total P&L (%) | 633.8782 | 501.6504 | 132.2278 | 1309.5665 | 4842.605 | -3533.0384 |
Avg Daily Profit (%) | 0.3406 | 0.2696 | 0.0711 | 0.1423 | 0.2098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102868 | -57353 | -119077 | -4783812 | -1263488 | -5340699 |
Profit Factor | 1.8936 | 2.7398 | 1.3141 | 1.0984 | 2.0808 | 0.5997 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 49.0385 | 51.9231 | 46.1538 | 49.0385 | 51.9231 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9678 | 2.5369 | 1.5331 | 1.1415 | 1.9266 | 0.6997 |
Largest Winning Trade | 159543 | 159543 | 61001 | 1960770 | 1960770 | 1114783 |
Largest Losing Trade | -71404 | -28957 | -71404 | -3338544 | -1151214 | -3338544 |
Avg Bars in Trades | 67 | 48 | 86 | 67 | 48 | 86 |
Avg Bars in Winners | 92 | 62 | 126 | 92 | 62 | 126 |
Avg Bars in Losers | 43 | 33 | 52 | 43 | 33 | 52 |
Bars Traded | 7016 | 2523 | 4494 | 7016 | 2523 | 4494 |
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 | 458537 | -165945 | -278340 | -115060 | -167728 | -762329 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.91372 } }, "second_band": { "type": "swma", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.91372 } }, "second_band": { "type": "swma", "factors": { "length": 6, "offset": 0 } } }
# | 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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