Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1668261.7588 | 1592852.5752 | 75409.1836 | 2110716.8993 | 695095.5295 | 1415621.3698 |
Total P&L (%) | 1668.2618 | 1592.8526 | 75.4092 | 2110.7169 | 695.0955 | 1415.6214 |
Avg Daily Profit (%) | 0.707 | 0.6751 | 0.032 | 0.1313 | 0.0879 | 0.1153 |
Buy And Hold Return (%) | 484.4961 | 484.4961 | 484.4961 | 484.4961 | 484.4961 | 484.4961 |
Max Trade Drawdown | -142862 | -80897 | -113091 | -1900961 | -1553301 | -1374898 |
Profit Factor | 3.9577 | 6.3151 | 1.2853 | 1.2874 | 1.1653 | 1.4511 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 45.1613 | 36.1702 | 54.3478 | 45.1613 | 36.1702 | 54.3478 |
Ratio Avg Win / Avg Loss | 4.8058 | 11.1443 | 1.0796 | 1.5633 | 2.0563 | 1.2189 |
Largest Winning Trade | 1055575 | 1055575 | 51867 | 1824574 | 1824574 | 929954 |
Largest Losing Trade | -63539 | -41411 | -63539 | -1285705 | -1072238 | -1285705 |
Avg Bars in Trades | 99 | 79 | 119 | 99 | 79 | 119 |
Avg Bars in Winners | 163 | 157 | 167 | 163 | 157 | 167 |
Avg Bars in Losers | 46 | 35 | 61 | 46 | 35 | 61 |
Bars Traded | 9219 | 3743 | 5476 | 9219 | 3743 | 5476 |
Profit Streak | 0 | 0 | 38.9933 | 0 | 0 | 38.9933 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541845 | 449064 | -314793 | -19749 | -148659 | -39675 |
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{ "first_band": { "type": "rma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 3.46773 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 3.46773 } } }
# | 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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