Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1567768.3208 | 1525650.3234 | 42117.9974 | 35048571.8326 | 39124368.2203 | -4075796.3877 |
Total P&L (%) | 1567.7683 | 1525.6503 | 42.118 | 35048.5718 | 39124.3682 | -4075.7964 |
Avg Daily Profit (%) | 0.8405 | 0.8179 | 0.0226 | 0.3148 | 0.3207 | 0 |
Buy And Hold Return (%) | 8140.5842 | 8140.5842 | 8140.5842 | 8140.5842 | 8140.5842 | 8140.5842 |
Max Trade Drawdown | -98750 | -59838 | -106209 | -10416986 | -5693706 | -11199716 |
Profit Factor | 3.9723 | 7.125 | 1.1513 | 1.7292 | 2.9814 | 0.8561 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Losing Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Profitability (%) | 46.7213 | 50.8197 | 42.623 | 46.7213 | 50.8197 | 42.623 |
Ratio Avg Win / Avg Loss | 4.5298 | 6.8951 | 1.5498 | 1.9719 | 2.8852 | 1.1524 |
Largest Winning Trade | 613656 | 613656 | 62088 | 16079808 | 16079808 | 8014339 |
Largest Losing Trade | -32993 | -27847 | -32993 | -6201450 | -2781321 | -6201450 |
Avg Bars in Trades | 86 | 90 | 81 | 86 | 90 | 81 |
Avg Bars in Winners | 132 | 141 | 121 | 132 | 141 | 121 |
Avg Bars in Losers | 45 | 38 | 50 | 45 | 38 | 50 |
Bars Traded | 10494 | 5544 | 4950 | 10494 | 5544 | 4950 |
Profit Streak | 0 | 98.3923 | 0 | 0 | 98.3923 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146486 | -304285 | -546294 | 338192 | -146959 | -743938 |
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{ "first_band": { "type": "sma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 2.90588 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 2.90588 } } }
# | 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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