Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332296.5173 | 263066.1053 | 69230.4119 | -128060.4113 | -3888.0407 | -124172.3707 |
Total P&L (%) | 332.2965 | 263.0661 | 69.2304 | -128.0604 | -3.888 | -124.1724 |
Avg Daily Profit (%) | 0.1749 | 0.1385 | 0.0364 | 0 | -0.0021 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163968 | -63904 | -178559 | -134892 | -31682 | -133026 |
Profit Factor | 1.4353 | 1.7711 | 1.164 | 0.4571 | 0.9448 | 0.2494 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 88 | 40 | 48 | 48 | 28 | 20 |
Losing Trades | 52 | 30 | 22 | 92 | 42 | 50 |
Profitability (%) | 62.8571 | 57.1429 | 68.5714 | 34.2857 | 40 | 28.5714 |
Ratio Avg Win / Avg Loss | 0.8481 | 1.3284 | 0.5335 | 0.8761 | 1.4172 | 0.6236 |
Largest Winning Trade | 73149 | 73149 | 27928 | 23488 | 23488 | 10429 |
Largest Losing Trade | -105585 | -55674 | -105585 | -61942 | -15849 | -61942 |
Avg Bars in Trades | 78 | 85 | 71 | 78 | 85 | 71 |
Avg Bars in Winners | 55 | 61 | 50 | 114 | 122 | 103 |
Avg Bars in Losers | 116 | 117 | 115 | 59 | 61 | 58 |
Bars Traded | 10970 | 5990 | 4980 | 10970 | 5990 | 4980 |
Profit Streak | 26.4719 | 0 | 29.8052 | 0 | 31.6385 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332263 | -99189 | -277338 | -586518 | -676917 | -689310 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 153, "offset": 0, "multiplier": 3.01384 } }, "second_band": { "type": "alma", "factors": { "length": 168, "offset": 0 } } }
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# | 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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