Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1476234.5502 | 1462085.304 | 14149.2462 | 455975.0694 | 192795.0125 | 263180.0568 |
Total P&L (%) | 1476.2346 | 1462.0853 | 14.1492 | 455.9751 | 192.795 | 263.1801 |
Avg Daily Profit (%) | 0.6233 | 0.6174 | 0.006 | 0.0725 | 0.0454 | 0.0545 |
Buy And Hold Return (%) | 376.2521 | 376.2521 | 376.2521 | 376.2521 | 376.2521 | 376.2521 |
Max Trade Drawdown | -174270 | -91167 | -138092 | -514407 | -542086 | -298033 |
Profit Factor | 3.3966 | 5.2003 | 1.0528 | 1.2106 | 1.1381 | 1.3426 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 45.6522 | 43.4783 | 47.8261 | 45.6522 | 43.4783 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.0436 | 6.7603 | 1.1485 | 1.4412 | 1.4795 | 1.4647 |
Largest Winning Trade | 938998 | 938998 | 52458 | 379507 | 379507 | 260627 |
Largest Losing Trade | -84104 | -44429 | -84104 | -319709 | -319709 | -243904 |
Avg Bars in Trades | 98 | 87 | 109 | 98 | 87 | 109 |
Avg Bars in Winners | 153 | 150 | 156 | 153 | 150 | 156 |
Avg Bars in Losers | 51 | 39 | 65 | 51 | 39 | 65 |
Bars Traded | 9052 | 4026 | 5026 | 9052 | 4026 | 5026 |
Profit Streak | 10.7995 | 10.7995 | 49.0495 | 10.7995 | 10.7995 | 49.0495 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558411 | 554616 | -512824 | -196854 | -368575 | -285389 |
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{ "first_band": { "type": "rma", "factors": { "length": 190, "offset": 7 } }, "second_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 3.27934 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 190, "offset": 7 } }, "second_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 3.27934 } } }
# | 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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