Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728521.9872 | 698458.1213 | 30063.866 | 402676.1886 | 477313.9515 | -74637.7629 |
Total P&L (%) | 728.522 | 698.4581 | 30.0639 | 402.6762 | 477.314 | -74.6378 |
Avg Daily Profit (%) | 0.3954 | 0.3791 | 0.0163 | 0.0877 | 0.0952 | -0.0744 |
Buy And Hold Return (%) | 171.8299 | 171.8299 | 171.8299 | 171.8299 | 171.8299 | 171.8299 |
Max Trade Drawdown | -100625 | -70409 | -67551 | -495533 | -503907 | -365874 |
Profit Factor | 2.1192 | 3.102 | 1.0944 | 1.1339 | 1.3038 | 0.948 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 42.9752 | 42.623 | 43.3333 | 42.9752 | 42.623 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.8121 | 4.1757 | 1.4311 | 1.5046 | 1.7551 | 1.2397 |
Largest Winning Trade | 604996 | 604996 | 51688 | 615960 | 615960 | 224282 |
Largest Losing Trade | -31064 | -30972 | -31064 | -209224 | -209224 | -175120 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 93 | 90 | 97 | 93 | 90 | 97 |
Avg Bars in Losers | 32 | 31 | 32 | 32 | 31 | 32 |
Bars Traded | 7093 | 3454 | 3639 | 7093 | 3454 | 3639 |
Profit Streak | 0 | 0 | 41.6408 | 0 | 0 | 41.6408 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335457 | -151496 | -624787 | -155020 | -232791 | -750334 |
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{ "first_band": { "type": "alma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 2.69573 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 2.69573 } } }
# | 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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