Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747263.5446 | 701794.8287 | 45468.7159 | 423017.0893 | 285099.6353 | 137917.454 |
Total P&L (%) | 747.2635 | 701.7948 | 45.4687 | 423.0171 | 285.0996 | 137.9175 |
Avg Daily Profit (%) | 0.4062 | 0.3815 | 0.0247 | 0.09 | 0.0733 | 0.0471 |
Buy And Hold Return (%) | 206.8916 | 206.8916 | 206.8916 | 206.8916 | 206.8916 | 206.8916 |
Max Trade Drawdown | -170562 | -114465 | -92119 | -654352 | -472308 | -466501 |
Profit Factor | 2.262 | 3.273 | 1.1604 | 1.154 | 1.1958 | 1.1069 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 43.6893 | 46.1538 | 41.1765 | 43.6893 | 46.1538 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.9154 | 3.8185 | 1.6578 | 1.4874 | 1.3951 | 1.5813 |
Largest Winning Trade | 621042 | 621042 | 45037 | 449321 | 449321 | 360353 |
Largest Losing Trade | -44435 | -35446 | -44435 | -253876 | -217162 | -253876 |
Avg Bars in Trades | 51 | 56 | 46 | 51 | 56 | 46 |
Avg Bars in Winners | 70 | 61 | 80 | 70 | 61 | 80 |
Avg Bars in Losers | 36 | 52 | 22 | 36 | 52 | 22 |
Bars Traded | 5316 | 2935 | 2381 | 5316 | 2935 | 2381 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336909 | -168467 | -552043 | -132721 | -329955 | -581065 |
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{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 171, "offset": 0, "multiplier": 3.38845 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 171, "offset": 0, "multiplier": 3.38845 } } }
# | 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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