Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1417805.2884 | 1383763.6978 | 34041.5906 | 14331405.8564 | 21915603.9128 | -7584198.0564 |
Total P&L (%) | 1417.8053 | 1383.7637 | 34.0416 | 14331.4059 | 21915.6039 | -7584.1981 |
Avg Daily Profit (%) | 0.7625 | 0.7442 | 0.0183 | 0.2677 | 0.2905 | 0 |
Buy And Hold Return (%) | 6237.2324 | 6237.2324 | 6237.2324 | 6237.2324 | 6237.2324 | 6237.2324 |
Max Trade Drawdown | -95819 | -52720 | -106437 | -18828999 | -10270548 | -11575658 |
Profit Factor | 3.8895 | 8.24 | 1.1136 | 1.3428 | 2.3135 | 0.6981 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Losing Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Profitability (%) | 47.3118 | 56.5217 | 38.2979 | 47.3118 | 56.5217 | 38.2979 |
Ratio Avg Win / Avg Loss | 4.3315 | 6.3384 | 1.7942 | 1.4954 | 1.7796 | 1.1248 |
Largest Winning Trade | 550817 | 550817 | 67040 | 11964420 | 11964420 | 7046402 |
Largest Losing Trade | -61332 | -33989 | -61332 | -6668732 | -6500616 | -6668732 |
Avg Bars in Trades | 77 | 79 | 76 | 77 | 79 | 76 |
Avg Bars in Winners | 114 | 110 | 120 | 114 | 110 | 120 |
Avg Bars in Losers | 44 | 38 | 48 | 44 | 38 | 48 |
Bars Traded | 7229 | 3654 | 3576 | 7229 | 3654 | 3576 |
Profit Streak | 0 | 32.4012 | 0 | 0 | 32.4012 | 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 | -146749 | -143101 | -433051 | 117379 | 432781 | -583581 |
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{ "first_band": { "type": "alma", "factors": { "length": 70, "offset": 50 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 2.75727 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 70, "offset": 50 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 2.75727 } } }
# | 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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