Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594357.7177 | 401249.4937 | 193108.224 | 1245260.4407 | 40532.9471 | 1204727.4936 |
Total P&L (%) | 594.3577 | 401.2495 | 193.1082 | 1245.2604 | 40.5329 | 1204.7275 |
Avg Daily Profit (%) | 0.3103 | 0.2095 | 0.1008 | 0.1358 | 0.0178 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188264 | -132434 | -110991 | -9076599 | -5839552 | -4278497 |
Profit Factor | 1.4147 | 1.5473 | 1.2758 | 1.0449 | 1.0026 | 1.0988 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Losing Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Profitability (%) | 57.0513 | 57.0513 | 57.0513 | 57.0513 | 57.0513 | 57.0513 |
Ratio Avg Win / Avg Loss | 1.065 | 1.1648 | 0.9604 | 0.7866 | 0.7548 | 0.8272 |
Largest Winning Trade | 58567 | 58567 | 48662 | 1824712 | 1824712 | 909182 |
Largest Losing Trade | -49146 | -33175 | -49146 | -2397002 | -1396113 | -2397002 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Losers | 42 | 41 | 43 | 42 | 41 | 43 |
Bars Traded | 11355 | 5476 | 5879 | 11355 | 5476 | 5879 |
Profit Streak | 0 | 21.5555 | 0 | 0 | 21.5555 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443172 | 396832 | -58954 | -181625 | -388894 | -125866 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 4.47016 } }, "second_band": { "type": "alma", "factors": { "length": 71, "offset": 0 } } }
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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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