Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652219.258 | 1583219.8993 | 68999.3588 | 54245018.4439 | 58514518.4964 | -4269500.0526 |
Total P&L (%) | 1652.2193 | 1583.2199 | 68.9994 | 54245.0184 | 58514.5185 | -4269.5001 |
Avg Daily Profit (%) | 0.8885 | 0.8514 | 0.0371 | 0.3393 | 0.3433 | 0 |
Buy And Hold Return (%) | 7796.3696 | 7796.3696 | 7796.3696 | 7796.3696 | 7796.3696 | 7796.3696 |
Max Trade Drawdown | -57744 | -70070 | -63819 | -13308802 | -6457796 | -12370151 |
Profit Factor | 4.6651 | 7.7236 | 1.3204 | 2.0247 | 3.8929 | 0.8695 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Profitability (%) | 43.75 | 46.875 | 40.625 | 43.75 | 46.875 | 40.625 |
Ratio Avg Win / Avg Loss | 5.9979 | 8.7534 | 1.9299 | 2.6031 | 4.412 | 1.2708 |
Largest Winning Trade | 674868 | 674868 | 62964 | 23230929 | 23230929 | 12179722 |
Largest Losing Trade | -26279 | -23661 | -26279 | -5830980 | -3084597 | -5830980 |
Avg Bars in Trades | 54 | 57 | 52 | 54 | 57 | 52 |
Avg Bars in Winners | 93 | 92 | 93 | 93 | 92 | 93 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 6989 | 3650 | 3339 | 6989 | 3650 | 3339 |
Profit Streak | 0 | 74.1497 | 0 | 0 | 74.1497 | 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 | -147076 | -283060 | -450893 | 394432 | -122776 | -722215 |
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{ "first_band": { "type": "swma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 125, "offset": 0, "multiplier": 1.311 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 125, "offset": 0, "multiplier": 1.311 } } }
# | 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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