Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767630.5446 | 652721.2405 | 114909.3041 | 361302.4601 | 2616498.7594 | -2255196.2993 |
Total P&L (%) | 767.6305 | 652.7212 | 114.9093 | 361.3025 | 2616.4988 | -2255.1963 |
Avg Daily Profit (%) | 0.3187 | 0.271 | 0.0477 | 0.0635 | 0.1372 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187660 | -113642 | -170230 | -2718780 | -989041 | -3219969 |
Profit Factor | 1.701 | 2.1147 | 1.2255 | 1.0543 | 2.0541 | 0.4589 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 43.8298 | 40.678 | 47.0085 | 43.8298 | 40.678 | 47.0085 |
Ratio Avg Win / Avg Loss | 2.1799 | 3.0839 | 1.3815 | 1.3512 | 2.9955 | 0.5173 |
Largest Winning Trade | 342916 | 342916 | 56407 | 1922003 | 1922003 | 172151 |
Largest Losing Trade | -73904 | -37150 | -73904 | -1062148 | -583695 | -1062148 |
Avg Bars in Trades | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Winners | 85 | 81 | 88 | 85 | 81 | 88 |
Avg Bars in Losers | 41 | 43 | 39 | 41 | 43 | 39 |
Bars Traded | 14261 | 6959 | 7302 | 14261 | 6959 | 7302 |
Profit Streak | 0 | 0 | 12.9858 | 0 | 0 | 12.9858 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399809 | 316811 | -130361 | -270075 | -9432 | -581575 |
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 2.96594 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 2.96594 } } }
# | 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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