Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192239.5623 | 976453.4903 | 215786.0721 | 3707228.7159 | -1103527.1628 | 4810755.8786 |
Total P&L (%) | 1192.2396 | 976.4535 | 215.7861 | 3707.2287 | -1103.5272 | 4810.7559 |
Avg Daily Profit (%) | 0.5001 | 0.4096 | 0.0905 | 0.1528 | 0 | 0.1635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164255 | -106741 | -103630 | -12000291 | -9879489 | -5719675 |
Profit Factor | 2.4294 | 2.8496 | 1.7048 | 1.096 | 0.9577 | 1.384 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 55.9322 | 59.322 | 52.5424 | 55.9322 | 59.322 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.9141 | 1.954 | 1.5398 | 0.8635 | 0.6567 | 1.2501 |
Largest Winning Trade | 651445 | 651445 | 55005 | 3678994 | 3248770 | 3678994 |
Largest Losing Trade | -76206 | -51814 | -76206 | -4396404 | -4396404 | -3813254 |
Avg Bars in Trades | 38 | 53 | 24 | 38 | 53 | 24 |
Avg Bars in Winners | 46 | 61 | 29 | 46 | 61 | 29 |
Avg Bars in Losers | 29 | 41 | 18 | 29 | 41 | 18 |
Bars Traded | 4572 | 3148 | 1424 | 4572 | 3148 | 1424 |
Profit Streak | 47.4054 | 0 | 76.9054 | 47.4054 | 0 | 76.9054 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607450 | -160202 | -244405 | -107357 | -756249 | -167192 |
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{ "first_band": { "type": "alma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.48479 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.48479 } } }
# | 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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