Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688841.2825 | 651897.4175 | 36943.865 | 808067.7575 | 972145.792 | -164078.0345 |
Total P&L (%) | 688.8413 | 651.8974 | 36.9439 | 808.0678 | 972.1458 | -164.078 |
Avg Daily Profit (%) | 0.3731 | 0.353 | 0.02 | 0.1195 | 0.1286 | 0 |
Buy And Hold Return (%) | 101.8179 | 101.8179 | 101.8179 | 101.8179 | 101.8179 | 101.8179 |
Max Trade Drawdown | -67653 | -61088 | -115480 | -1093892 | -822155 | -1087864 |
Profit Factor | 1.6698 | 2.2824 | 1.071 | 1.1274 | 1.2934 | 0.9458 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Losing Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Profitability (%) | 39.9061 | 42.0561 | 37.7358 | 39.9061 | 42.0561 | 37.7358 |
Ratio Avg Win / Avg Loss | 2.5146 | 3.1447 | 1.7672 | 1.6978 | 1.7821 | 1.5606 |
Largest Winning Trade | 200434 | 200434 | 71760 | 1142250 | 1142250 | 628641 |
Largest Losing Trade | -39646 | -32952 | -39646 | -495829 | -495829 | -337178 |
Avg Bars in Trades | 51 | 51 | 50 | 51 | 51 | 50 |
Avg Bars in Winners | 84 | 76 | 93 | 84 | 76 | 93 |
Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
Bars Traded | 10908 | 5555 | 5353 | 10908 | 5555 | 5353 |
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 | 349667 | 357630 | -478220 | -115023 | -23186 | -583041 |
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{ "first_band": { "type": "sma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 48, "offset": 0, "multiplier": 2.69898 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 48, "offset": 0, "multiplier": 2.69898 } } }
# | 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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