Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944412.5643 | 866789.996 | 77622.5682 | 3609802.1682 | 683568.5694 | 2926233.5988 |
Total P&L (%) | 944.4126 | 866.79 | 77.6226 | 3609.8022 | 683.5686 | 2926.2336 |
Avg Daily Profit (%) | 0.5019 | 0.4607 | 0.0413 | 0.1922 | 0.1095 | 0.1814 |
Buy And Hold Return (%) | 263.486 | 263.486 | 263.486 | 263.486 | 263.486 | 263.486 |
Max Trade Drawdown | -139338 | -107565 | -81903 | -14165852 | -9983794 | -5025633 |
Profit Factor | 1.7367 | 2.3073 | 1.1254 | 1.0548 | 1.0185 | 1.1015 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 194 | 99 | 95 | 194 | 99 | 95 |
Profitability (%) | 38.4127 | 36.9427 | 39.8734 | 38.4127 | 36.9427 | 39.8734 |
Ratio Avg Win / Avg Loss | 2.7845 | 3.9383 | 1.6971 | 1.6912 | 1.7384 | 1.6609 |
Largest Winning Trade | 227339 | 227339 | 50045 | 5492618 | 5492618 | 3160943 |
Largest Losing Trade | -27329 | -27329 | -25285 | -4431738 | -4431738 | -2066360 |
Avg Bars in Trades | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Winners | 105 | 96 | 113 | 105 | 96 | 113 |
Avg Bars in Losers | 49 | 52 | 45 | 49 | 52 | 45 |
Bars Traded | 22270 | 10799 | 11471 | 22270 | 10799 | 11471 |
Profit Streak | 17.4809 | 0 | 20.8142 | 17.4809 | 0 | 20.8142 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324996 | 251804 | -387627 | -153455 | -253819 | -102538 |
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{ "first_band": { "type": "sma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 3.72724 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 3.72724 } } }
# | 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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