Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625068.0668 | 600636.4315 | 24431.6353 | 171489.4634 | 142004.9961 | 29484.4673 |
Total P&L (%) | 625.0681 | 600.6364 | 24.4316 | 171.4895 | 142.005 | 29.4845 |
Avg Daily Profit (%) | 0.3393 | 0.326 | 0.0133 | 0.0542 | 0.048 | 0.014 |
Buy And Hold Return (%) | 119.8998 | 119.8998 | 119.8998 | 119.8998 | 119.8998 | 119.8998 |
Max Trade Drawdown | -162841 | -139728 | -91401 | -592517 | -589229 | -252969 |
Profit Factor | 1.9211 | 2.5786 | 1.082 | 1.0749 | 1.103 | 1.0324 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 43.8095 | 47.1698 | 40.3846 | 43.8095 | 47.1698 | 40.3846 |
Ratio Avg Win / Avg Loss | 2.4641 | 2.888 | 1.5972 | 1.3787 | 1.2354 | 1.524 |
Largest Winning Trade | 550736 | 550736 | 41008 | 550736 | 550736 | 198344 |
Largest Losing Trade | -42104 | -42104 | -39794 | -241222 | -241222 | -101046 |
Avg Bars in Trades | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Losers | 22 | 28 | 15 | 22 | 28 | 15 |
Bars Traded | 3451 | 1979 | 1472 | 3451 | 1979 | 1472 |
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 | 344040 | -168451 | -653684 | -292643 | -525592 | -707181 |
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{ "first_band": { "type": "swma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 3.14023 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 3.14023 } } }
# | 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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