Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603629.8366 | 1594552.1542 | 9077.6824 | 12525845.4987 | 20065499.6869 | -7539654.1883 |
Total P&L (%) | 1603.6298 | 1594.5522 | 9.0777 | 12525.8455 | 20065.4997 | -7539.6542 |
Avg Daily Profit (%) | 0.8626 | 0.8577 | 0.0049 | 0.2606 | 0.2859 | 0 |
Buy And Hold Return (%) | 7065.9823 | 7065.9823 | 7065.9823 | 7065.9823 | 7065.9823 | 7065.9823 |
Max Trade Drawdown | -116311 | -116155 | -85878 | -13686652 | -9443665 | -9226828 |
Profit Factor | 2.9463 | 4.9769 | 1.0215 | 1.218 | 1.7185 | 0.7446 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Losing Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Profitability (%) | 43.3155 | 47.3118 | 39.3617 | 43.3155 | 47.3118 | 39.3617 |
Ratio Avg Win / Avg Loss | 3.8557 | 5.5424 | 1.5736 | 1.594 | 1.9138 | 1.1471 |
Largest Winning Trade | 702248 | 702248 | 60392 | 9541104 | 9541104 | 3280744 |
Largest Losing Trade | -45315 | -45315 | -43397 | -4076491 | -4076491 | -2789015 |
Avg Bars in Trades | 58 | 61 | 56 | 58 | 61 | 56 |
Avg Bars in Winners | 88 | 97 | 77 | 88 | 97 | 77 |
Avg Bars in Losers | 36 | 28 | 42 | 36 | 28 | 42 |
Bars Traded | 10973 | 5703 | 5270 | 10973 | 5703 | 5270 |
Profit Streak | 0 | 92.2714 | 0 | 0 | 92.2714 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148551 | -144733 | -552322 | -774 | 317727 | -583551 |
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 2.71594 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 2.71594 } } }
# | 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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