Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694298.7954 | 611043.3548 | 83255.4406 | 1945902.7334 | 1016198.5645 | 929704.169 |
Total P&L (%) | 694.2988 | 611.0434 | 83.2554 | 1945.9027 | 1016.1986 | 929.7042 |
Avg Daily Profit (%) | 0.3333 | 0.2933 | 0.04 | 0.145 | 0.1159 | 0.112 |
Buy And Hold Return (%) | 154.0835 | 154.0835 | 154.0835 | 154.0835 | 154.0835 | 154.0835 |
Max Trade Drawdown | -186421 | -74704 | -183733 | -4380385 | -3512942 | -1669900 |
Profit Factor | 1.4504 | 1.7665 | 1.1119 | 1.0939 | 1.089 | 1.0999 |
Total Trades | 524 | 262 | 262 | 524 | 262 | 262 |
Winning Trades | 216 | 110 | 106 | 216 | 110 | 106 |
Losing Trades | 308 | 152 | 156 | 308 | 152 | 156 |
Profitability (%) | 41.2214 | 41.9847 | 40.458 | 41.2214 | 41.9847 | 40.458 |
Ratio Avg Win / Avg Loss | 2.0682 | 2.441 | 1.6363 | 1.5598 | 1.5048 | 1.6187 |
Largest Winning Trade | 153888 | 153888 | 49508 | 2825070 | 2825070 | 996961 |
Largest Losing Trade | -38071 | -20753 | -38071 | -1151516 | -1151516 | -932482 |
Avg Bars in Trades | 47 | 46 | 47 | 47 | 46 | 47 |
Avg Bars in Winners | 68 | 66 | 70 | 68 | 66 | 70 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 24723 | 12205 | 12518 | 24723 | 12205 | 12518 |
Profit Streak | 0 | 0 | 23.3022 | 0 | 0 | 23.3022 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318338 | 274687 | -404018 | -115905 | -162012 | -155617 |
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{ "first_band": { "type": "sma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 2.98891 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 2.98891 } } }
# | 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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