Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657314.6488 | 580461.167 | 76853.4817 | 252303.4747 | 374079.577 | -121776.1023 |
Total P&L (%) | 657.3146 | 580.4612 | 76.8535 | 252.3035 | 374.0796 | -121.7761 |
Avg Daily Profit (%) | 0.2712 | 0.2395 | 0.0317 | 0.052 | 0.0642 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106947 | -115702 | -85930 | -892481 | -862568 | -507983 |
Profit Factor | 1.8738 | 2.3391 | 1.2411 | 1.0834 | 1.2198 | 0.9081 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 40.3509 | 36.8421 | 43.8596 | 40.3509 | 36.8421 | 43.8596 |
Ratio Avg Win / Avg Loss | 2.7699 | 4.01 | 1.5885 | 1.6015 | 2.0912 | 1.1623 |
Largest Winning Trade | 329482 | 329482 | 57749 | 607266 | 607266 | 203287 |
Largest Losing Trade | -48011 | -48011 | -37684 | -421881 | -421881 | -245689 |
Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Winners | 100 | 85 | 113 | 100 | 85 | 113 |
Avg Bars in Losers | 35 | 33 | 37 | 35 | 33 | 37 |
Bars Traded | 7030 | 3012 | 4018 | 7030 | 3012 | 4018 |
Profit Streak | 0 | 0 | 89.7155 | 0 | 0 | 89.7155 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315131 | -172619 | -330768 | -254654 | -291900 | -760193 |
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{ "first_band": { "type": "sma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 2.89696 } } }
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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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