Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086736.0895 | 1059830.42 | 26905.6695 | 196814.6262 | 1258712.9849 | -1061898.3587 |
Total P&L (%) | 1086.7361 | 1059.8304 | 26.9057 | 196.8146 | 1258.713 | -1061.8984 |
Avg Daily Profit (%) | 0.5885 | 0.574 | 0.0146 | 0.0589 | 0.1414 | 0 |
Buy And Hold Return (%) | 122.6969 | 122.6969 | 122.6969 | 122.6969 | 122.6969 | 122.6969 |
Max Trade Drawdown | -141721 | -92013 | -100886 | -1786065 | -755331 | -1184393 |
Profit Factor | 2.5512 | 4.3499 | 1.07 | 1.0394 | 1.6076 | 0.6369 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 40.5941 | 39.2157 | 42 | 40.5941 | 39.2157 | 42 |
Ratio Avg Win / Avg Loss | 3.7335 | 6.7423 | 1.4777 | 1.5211 | 2.4918 | 0.8795 |
Largest Winning Trade | 792485 | 792485 | 73668 | 1094296 | 1094296 | 344050 |
Largest Losing Trade | -89411 | -26249 | -89411 | -728801 | -209677 | -728801 |
Avg Bars in Trades | 70 | 64 | 77 | 70 | 64 | 77 |
Avg Bars in Winners | 122 | 114 | 129 | 122 | 114 | 129 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 7160 | 3265 | 3895 | 7160 | 3265 | 3895 |
Profit Streak | 0 | 0 | 38.9812 | 0 | 0 | 38.9812 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462010 | -165697 | -665265 | -303226 | -185061 | -763397 |
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{ "first_band": { "type": "rma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 3.59716 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 3.59716 } } }
# | 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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