Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759653.8462 | 715404.093 | 44249.7532 | 508318.402 | 705123.8648 | -196805.4629 |
Total P&L (%) | 759.6538 | 715.4041 | 44.2498 | 508.3184 | 705.1239 | -196.8055 |
Avg Daily Profit (%) | 0.4127 | 0.3887 | 0.024 | 0.0981 | 0.1134 | 0 |
Buy And Hold Return (%) | 162.5071 | 162.5071 | 162.5071 | 162.5071 | 162.5071 | 162.5071 |
Max Trade Drawdown | -103986 | -84270 | -65936 | -1083489 | -618735 | -749790 |
Profit Factor | 2.0553 | 2.976 | 1.1237 | 1.1031 | 1.292 | 0.9218 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 43.609 | 44.7761 | 42.4242 | 43.609 | 44.7761 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.6577 | 3.6704 | 1.525 | 1.4264 | 1.5934 | 1.251 |
Largest Winning Trade | 609184 | 609184 | 54181 | 762106 | 762106 | 367200 |
Largest Losing Trade | -37226 | -27487 | -37226 | -314526 | -314526 | -274670 |
Avg Bars in Trades | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Winners | 58 | 58 | 57 | 58 | 58 | 57 |
Avg Bars in Losers | 26 | 25 | 26 | 26 | 25 | 26 |
Bars Traded | 5320 | 2699 | 2621 | 5320 | 2699 | 2621 |
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 | 360251 | -105520 | -537325 | -173811 | -160976 | -706515 |
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{ "first_band": { "type": "swma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 2.82319 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 2.82319 } } }
# | 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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