Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110458.0541 | 932665.5995 | 177792.4546 | 2298465.2162 | -169939.4154 | 2468404.6316 |
Total P&L (%) | 1110.4581 | 932.6656 | 177.7925 | 2298.4652 | -169.9394 | 2468.4046 |
Avg Daily Profit (%) | 0.46 | 0.3863 | 0.0736 | 0.1317 | 0 | 0.1345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73509 | -88495 | -46805 | -1806028 | -2449848 | -897205 |
Profit Factor | 3.2813 | 4.2491 | 1.8903 | 1.2735 | 0.9659 | 1.7211 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 45.098 | 45.098 | 45.098 | 45.098 | 45.098 | 45.098 |
Ratio Avg Win / Avg Loss | 3.9947 | 5.1728 | 2.3012 | 1.5503 | 1.1759 | 2.0952 |
Largest Winning Trade | 826417 | 826417 | 62760 | 1958535 | 1958535 | 940634 |
Largest Losing Trade | -39692 | -39692 | -33330 | -670685 | -670169 | -670685 |
Avg Bars in Trades | 92 | 71 | 113 | 92 | 71 | 113 |
Avg Bars in Winners | 158 | 114 | 202 | 158 | 114 | 202 |
Avg Bars in Losers | 37 | 35 | 40 | 37 | 35 | 40 |
Bars Traded | 9396 | 3626 | 5770 | 9396 | 3626 | 5770 |
Profit Streak | 0 | 0 | 34.8859 | 0 | 0 | 34.8859 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536319 | -165087 | -271996 | -17395 | -761072 | -190714 |
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{ "first_band": { "type": "rma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 2.56713 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 2.56713 } } }
# | 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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