Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583200.6401 | 680932.008 | -97731.3679 | -239005.5964 | 620461.608 | -859467.2044 |
Total P&L (%) | 583.2006 | 680.932 | -97.7314 | -239.0056 | 620.4616 | -859.4672 |
Avg Daily Profit (%) | 0.3158 | 0.3687 | -0.0529 | 0 | 0.107 | 0 |
Buy And Hold Return (%) | 31.7582 | 31.7582 | 31.7582 | 31.7582 | 31.7582 | 31.7582 |
Max Trade Drawdown | -213425 | -103183 | -197987 | -1947310 | -600524 | -1584262 |
Profit Factor | 1.6634 | 2.554 | 0.7784 | 0.9361 | 1.3628 | 0.5772 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 35 | 17 | 18 | 55 | 27 | 28 |
Losing Trades | 54 | 27 | 27 | 34 | 17 | 17 |
Profitability (%) | 39.3258 | 38.6364 | 40 | 61.7978 | 61.3636 | 62.2222 |
Ratio Avg Win / Avg Loss | 2.5664 | 4.0564 | 1.1676 | 0.5787 | 0.8581 | 0.3505 |
Largest Winning Trade | 460811 | 460811 | 70431 | 448413 | 448413 | 284957 |
Largest Losing Trade | -146481 | -50602 | -146481 | -1304370 | -492052 | -1304370 |
Avg Bars in Trades | 37 | 45 | 30 | 37 | 45 | 30 |
Avg Bars in Winners | 55 | 70 | 40 | 31 | 40 | 22 |
Avg Bars in Losers | 26 | 30 | 23 | 48 | 54 | 42 |
Bars Traded | 3370 | 2014 | 1356 | 3370 | 2014 | 1356 |
Profit Streak | 93.5493 | 95.5493 | 93.5493 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332043 | 379707 | -582375 | -578733 | -49427 | -579127 |
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 171, "offset": 0, "multiplier": 2.7117 } } }
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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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