Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728317.1498 | 655899.8159 | 72417.3338 | 182964.7602 | 420883.186 | -237918.4258 |
Total P&L (%) | 728.3172 | 655.8998 | 72.4173 | 182.9648 | 420.8832 | -237.9184 |
Avg Daily Profit (%) | 0.3018 | 0.2718 | 0.03 | 0.0431 | 0.0684 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117365 | -81323 | -165362 | -593037 | -469305 | -716742 |
Profit Factor | 1.7536 | 2.2986 | 1.157 | 1.0553 | 1.2686 | 0.8636 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Profitability (%) | 40.4255 | 40.4255 | 40.4255 | 40.4255 | 40.4255 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.5843 | 3.3874 | 1.705 | 1.5551 | 1.8696 | 1.2727 |
Largest Winning Trade | 291563 | 291563 | 65265 | 379729 | 379729 | 257400 |
Largest Losing Trade | -73904 | -37150 | -73904 | -450177 | -120928 | -450177 |
Avg Bars in Trades | 74 | 67 | 81 | 74 | 67 | 81 |
Avg Bars in Winners | 125 | 107 | 144 | 125 | 107 | 144 |
Avg Bars in Losers | 40 | 40 | 39 | 40 | 40 | 39 |
Bars Traded | 14057 | 6361 | 7696 | 14057 | 6361 | 7696 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341777 | 324052 | -203577 | -296685 | -104605 | -583137 |
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{ "first_band": { "type": "swma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 3.0516 } } }
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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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