Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331368.8598 | 318078.633 | 13290.2269 | 7269.8288 | 216622.2002 | -209352.3714 |
Total P&L (%) | 331.3689 | 318.0786 | 13.2902 | 7.2698 | 216.6222 | -209.3524 |
Avg Daily Profit (%) | 0.1676 | 0.1609 | 0.0067 | 0.0036 | 0.0583 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162804 | -87354 | -168780 | -612774 | -362691 | -447047 |
Profit Factor | 1.4638 | 2.111 | 1.031 | 1.004 | 1.2807 | 0.7988 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 49.0566 | 45.283 | 52.8302 | 49.0566 | 45.283 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.5201 | 2.5508 | 0.9206 | 1.0426 | 1.5475 | 0.7132 |
Largest Winning Trade | 105732 | 105732 | 68672 | 165575 | 165575 | 119034 |
Largest Losing Trade | -64417 | -28801 | -64417 | -222167 | -145641 | -222167 |
Avg Bars in Trades | 72 | 69 | 76 | 72 | 69 | 76 |
Avg Bars in Winners | 106 | 107 | 105 | 106 | 107 | 105 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 7717 | 3677 | 4040 | 7717 | 3677 | 4040 |
Profit Streak | 0 | 0 | 583.1104 | 0 | 0 | 583.1104 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340393 | -170588 | -614039 | -570049 | -295856 | -759507 |
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{ "first_band": { "type": "alma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 3.35466 } } }
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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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