Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744090.572 | 563123.2933 | 180967.2787 | 5310727.9302 | 692631.9415 | 4618095.9887 |
Total P&L (%) | 744.0906 | 563.1233 | 180.9673 | 5310.7279 | 692.6319 | 4618.096 |
Avg Daily Profit (%) | 0.3764 | 0.2849 | 0.0915 | 0.2021 | 0.1048 | 0.1952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139190 | -92445 | -89015 | -14908961 | -7897102 | -7898047 |
Profit Factor | 1.8221 | 2.1708 | 1.4267 | 1.1543 | 1.034 | 1.3286 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 46.114 | 45.3608 | 46.875 | 46.114 | 45.3608 | 46.875 |
Ratio Avg Win / Avg Loss | 2.1292 | 2.6149 | 1.6169 | 1.3489 | 1.2455 | 1.5057 |
Largest Winning Trade | 148198 | 148198 | 76820 | 4022147 | 4022147 | 3008533 |
Largest Losing Trade | -34852 | -29626 | -34852 | -4414159 | -4414159 | -3620172 |
Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Winners | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 7488 | 3924 | 3564 | 7488 | 3924 | 3564 |
Profit Streak | 541.1435 | 541.1435 | 550.3935 | 541.1435 | 541.1435 | 550.3935 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484603 | 409584 | -69702 | -42243 | -237291 | 303706 |
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{ "first_band": { "type": "ema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 2.69199 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 2.69199 } } }
# | 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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