Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581918.3585 | 690261.5864 | -108343.2279 | -108817.1883 | -109951.0732 | 1133.8849 |
Total P&L (%) | 581.9184 | 690.2616 | -108.3432 | -108.8172 | -109.9511 | 1.1339 |
Avg Daily Profit (%) | 0.2415 | 0.2864 | -0.045 | 0 | 0 | 0.0005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271597 | -218566 | -220692 | -298128 | -261544 | -70512 |
Profit Factor | 1.7519 | 2.7058 | 0.7066 | 0.7444 | 0.6377 | 1.0093 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 29 | 14 | 15 | 41 | 23 | 18 |
Losing Trades | 44 | 22 | 22 | 32 | 13 | 19 |
Profitability (%) | 39.726 | 38.8889 | 40.5405 | 56.1644 | 63.8889 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.6581 | 4.252 | 1.0363 | 0.581 | 0.3605 | 1.0654 |
Largest Winning Trade | 790036 | 790036 | 66533 | 79544 | 79544 | 40812 |
Largest Losing Trade | -122508 | -57424 | -122508 | -166665 | -166665 | -54561 |
Avg Bars in Trades | 62 | 53 | 71 | 62 | 53 | 71 |
Avg Bars in Winners | 89 | 74 | 102 | 55 | 44 | 69 |
Avg Bars in Losers | 44 | 39 | 49 | 71 | 70 | 72 |
Bars Traded | 4564 | 1927 | 2637 | 4564 | 1927 | 2637 |
Profit Streak | 49.805 | 0 | 65.805 | 0 | 277.305 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67995 | 346161 | -582225 | -655978 | -577608 | -568798 |
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{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 205, "offset": 0, "multiplier": 2.65807 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 205, "offset": 0, "multiplier": 2.65807 } } }
# | 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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