Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412732.2866 | 465523.8657 | -52791.579 | -6061.9271 | 20940.3044 | -27002.2315 |
Total P&L (%) | 412.7323 | 465.5239 | -52.7916 | -6.0619 | 20.9403 | -27.0022 |
Avg Daily Profit (%) | 0.2551 | 0.2877 | -0.0326 | -0.0039 | 0.0118 | -0.0195 |
Buy And Hold Return (%) | 22.6071 | 22.6071 | 22.6071 | 22.6071 | 22.6071 | 22.6071 |
Max Trade Drawdown | -163901 | -140320 | -143097 | -326693 | -272281 | -148440 |
Profit Factor | 1.3635 | 1.7372 | 0.8952 | 0.9959 | 1.0236 | 0.9549 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Profitability (%) | 42.3237 | 42.1488 | 42.5 | 42.3237 | 42.1488 | 42.5 |
Ratio Avg Win / Avg Loss | 1.8582 | 2.3843 | 1.2112 | 1.3572 | 1.4049 | 1.2919 |
Largest Winning Trade | 203311 | 203311 | 69124 | 157667 | 146503 | 157667 |
Largest Losing Trade | -34642 | -34642 | -31027 | -133635 | -133635 | -62713 |
Avg Bars in Trades | 78 | 79 | 78 | 78 | 79 | 78 |
Avg Bars in Winners | 121 | 115 | 126 | 121 | 115 | 126 |
Avg Bars in Losers | 47 | 52 | 42 | 47 | 52 | 42 |
Bars Traded | 18982 | 9580 | 9402 | 18982 | 9580 | 9402 |
Profit Streak | 0 | 0 | 500.9378 | 0 | 0 | 500.9378 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286235 | 301598 | -581303 | -580835 | -540780 | -581303 |
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{ "first_band": { "type": "ema", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 76, "offset": 158, "multiplier": 3.46705 } } }
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# | 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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