Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842051.8606 | 791219.682 | 50832.1787 | -181848.6272 | 439437.0078 | -621285.6349 |
Total P&L (%) | 842.0519 | 791.2197 | 50.8322 | -181.8486 | 439.437 | -621.2856 |
Avg Daily Profit (%) | 0.3472 | 0.3262 | 0.021 | 0 | 0.0695 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152950 | -104846 | -136511 | -743581 | -189461 | -646610 |
Profit Factor | 2.0371 | 2.9949 | 1.1224 | 0.8795 | 1.9621 | 0.4094 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 52 | 26 | 26 | 55 | 31 | 24 |
Losing Trades | 57 | 29 | 28 | 54 | 24 | 30 |
Profitability (%) | 47.7064 | 47.2727 | 48.1481 | 50.4587 | 56.3636 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.233 | 3.3405 | 1.2087 | 0.8635 | 1.5191 | 0.5117 |
Largest Winning Trade | 640059 | 640059 | 54394 | 552816 | 552816 | 112857 |
Largest Losing Trade | -108871 | -36180 | -108871 | -527335 | -140489 | -527335 |
Avg Bars in Trades | 42 | 37 | 48 | 42 | 37 | 48 |
Avg Bars in Winners | 59 | 51 | 67 | 44 | 39 | 50 |
Avg Bars in Losers | 27 | 24 | 30 | 41 | 34 | 46 |
Bars Traded | 4647 | 2049 | 2598 | 4647 | 2049 | 2598 |
Profit Streak | 0 | 0 | 88.6945 | 18.1945 | 27.6945 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452350 | -166279 | -431436 | -579865 | -275090 | -762993 |
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{ "first_band": { "type": "sma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 1.84746 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 1.84746 } } }
# | 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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