Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487924.4594 | 420693.6831 | 67230.7763 | 947962.6827 | 579267.5605 | 368695.1223 |
Total P&L (%) | 487.9245 | 420.6937 | 67.2308 | 947.9627 | 579.2676 | 368.6951 |
Avg Daily Profit (%) | 0.2469 | 0.2129 | 0.034 | 0.119 | 0.097 | 0.0782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82671 | -53583 | -67486 | -1522099 | -836418 | -986770 |
Profit Factor | 2.0078 | 3.3206 | 1.222 | 1.2166 | 1.328 | 1.1412 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 43.6782 | 47.7273 | 39.5349 | 43.6782 | 47.7273 | 39.5349 |
Ratio Avg Win / Avg Loss | 2.589 | 3.6368 | 1.8689 | 1.5687 | 1.4544 | 1.7454 |
Largest Winning Trade | 128562 | 128562 | 87870 | 1115179 | 391252 | 1115179 |
Largest Losing Trade | -35613 | -30072 | -35613 | -722266 | -722266 | -552797 |
Avg Bars in Trades | 129 | 118 | 140 | 129 | 118 | 140 |
Avg Bars in Winners | 224 | 203 | 251 | 224 | 203 | 251 |
Avg Bars in Losers | 54 | 40 | 67 | 54 | 40 | 67 |
Bars Traded | 11228 | 5208 | 6020 | 11228 | 5208 | 6020 |
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 | 346003 | 477168 | -150926 | -35305 | -63623 | -156650 |
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{ "first_band": { "type": "rma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 4.44197 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 4.44197 } } }
# | 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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