Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1484095.7687 | 1433612.802 | 50482.9667 | 24288107.1059 | 21935411.4512 | 2352695.6547 |
Total P&L (%) | 1484.0958 | 1433.6128 | 50.483 | 24288.1071 | 21935.4115 | 2352.6957 |
Avg Daily Profit (%) | 0.7943 | 0.7673 | 0.027 | 0.2946 | 0.2892 | 0.1714 |
Buy And Hold Return (%) | 6679.7442 | 6679.7442 | 6679.7442 | 6679.7442 | 6679.7442 | 6679.7442 |
Max Trade Drawdown | -131837 | -70469 | -134244 | -9501773 | -4728754 | -4773018 |
Profit Factor | 3.955 | 7.1495 | 1.1876 | 2.4765 | 4.0314 | 1.2553 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 51.3761 | 48.1481 | 54.5455 | 51.3761 | 48.1481 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.7431 | 7.6995 | 0.9897 | 2.3438 | 4.3415 | 1.0461 |
Largest Winning Trade | 515530 | 515530 | 63569 | 6841494 | 6841494 | 3736223 |
Largest Losing Trade | -35551 | -35551 | -32663 | -3642974 | -3172493 | -3642974 |
Avg Bars in Trades | 66 | 65 | 66 | 66 | 65 | 66 |
Avg Bars in Winners | 101 | 114 | 90 | 101 | 114 | 90 |
Avg Bars in Losers | 28 | 21 | 37 | 28 | 21 | 37 |
Bars Traded | 7214 | 3554 | 3659 | 7214 | 3554 | 3659 |
Profit Streak | 0 | 83.175 | 0 | 0 | 83.175 | 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 | -145164 | -323773 | -517870 | 413590 | -166384 | -337639 |
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{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 1.54825 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 1.54825 } } }
# | 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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