Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85515.4278 | 40984.5565 | 44530.8713 | 109439.4367 | 36457.2455 | 72982.1913 |
Total P&L (%) | 85.5154 | 40.9846 | 44.5309 | 109.4394 | 36.4572 | 72.9822 |
Avg Daily Profit (%) | 0.1863 | 0.0893 | 0.097 | 0.1612 | 0.0677 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32244 | -27979 | -19960 | -30957 | -26433 | -18496 |
Profit Factor | 1.4651 | 1.4021 | 1.5436 | 1.5429 | 1.3115 | 1.8632 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 49.1525 | 48.3146 | 50 | 49.1525 | 48.3146 | 50 |
Ratio Avg Win / Avg Loss | 1.5157 | 1.4999 | 1.5436 | 1.5961 | 1.403 | 1.8632 |
Largest Winning Trade | 17476 | 16387 | 17476 | 31794 | 13911 | 31794 |
Largest Losing Trade | -11874 | -9864 | -11874 | -19111 | -19111 | -10219 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 72 | 62 | 80 | 72 | 62 | 80 |
Avg Bars in Losers | 49 | 57 | 41 | 49 | 57 | 41 |
Bars Traded | 10716 | 5332 | 5384 | 10716 | 5332 | 5384 |
Profit Streak | 0 | 0 | 619.4862 | 0 | 0 | 619.4862 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343462 | -76936 | -62734 | 352843 | -106615 | -30137 |
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{ "first_band": { "type": "ema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 4.54706 } } }
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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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