Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116424.3479 | 56681.7569 | 59742.591 | 177383.5656 | 64045.232 | 113338.3336 |
Total P&L (%) | 116.4243 | 56.6818 | 59.7426 | 177.3836 | 64.0452 | 113.3383 |
Avg Daily Profit (%) | 0.2536 | 0.1235 | 0.1301 | 0.2225 | 0.1079 | 0.1652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46837 | -22559 | -30409 | -55943 | -29028 | -34875 |
Profit Factor | 1.5508 | 1.5835 | 1.523 | 1.6883 | 1.4984 | 1.877 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 60.6218 | 59.7938 | 61.4583 | 60.6218 | 59.7938 | 61.4583 |
Ratio Avg Win / Avg Loss | 1.0073 | 1.0648 | 0.9551 | 1.0966 | 1.0076 | 1.1771 |
Largest Winning Trade | 28826 | 7767 | 28826 | 58642 | 20356 | 58642 |
Largest Losing Trade | -11193 | -11193 | -10683 | -24284 | -24284 | -12383 |
Avg Bars in Trades | 55 | 49 | 61 | 55 | 49 | 61 |
Avg Bars in Winners | 60 | 53 | 67 | 60 | 53 | 67 |
Avg Bars in Losers | 48 | 44 | 52 | 48 | 44 | 52 |
Bars Traded | 10766 | 4830 | 5936 | 10766 | 4830 | 5936 |
Profit Streak | 0 | 0 | 604.7445 | 0 | 0 | 604.7445 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407456 | -27044 | -18816 | 414840 | -47862 | 401615 |
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{ "first_band": { "type": "swma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 207, "offset": 96, "multiplier": 4.66347 } } }
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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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