Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5467124.0451 | 5546748.7869 | -79624.7418 | 479437.6094 | 535429.2354 | -55991.6261 |
Total P&L (%) | 5467.124 | 5546.7488 | -79.6247 | 479.4376 | 535.4292 | -55.9916 |
Avg Daily Profit (%) | 2.7851 | 2.8256 | -0.0406 | 0.0895 | 0.0942 | -0.0418 |
Buy And Hold Return (%) | 1495.4584 | 1495.4584 | 1495.4584 | 1495.4584 | 1495.4584 | 1495.4584 |
Max Trade Drawdown | -211231 | -77867 | -186874 | -331730 | -203553 | -321918 |
Profit Factor | 11.1211 | 24.5376 | 0.7385 | 1.3262 | 1.8546 | 0.9336 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 34.7826 | 34.7826 | 34.7826 | 34.7826 | 34.7826 | 34.7826 |
Ratio Avg Win / Avg Loss | 20.852 | 46.008 | 1.3847 | 2.4866 | 3.4774 | 1.7505 |
Largest Winning Trade | 5596686 | 5596686 | 54226 | 581130 | 581130 | 201546 |
Largest Losing Trade | -36645 | -36076 | -36645 | -181504 | -90204 | -181504 |
Avg Bars in Trades | 122 | 119 | 125 | 122 | 119 | 125 |
Avg Bars in Winners | 215 | 215 | 215 | 215 | 215 | 215 |
Avg Bars in Losers | 72 | 68 | 76 | 72 | 68 | 76 |
Bars Traded | 11272 | 5511 | 5761 | 11272 | 5511 | 5761 |
Profit Streak | 0 | 0 | 590.99 | 0 | 0 | 590.99 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547804 | 544590 | -583997 | -243514 | -234833 | -582886 |
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{ "first_band": { "type": "alma", "factors": { "length": 233, "offset": 90 } }, "second_band": { "type": "supertrend", "factors": { "length": 133, "offset": 131, "multiplier": 2.11182 } } }
# | 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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