Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405706.5639 | 144593.2649 | 261113.299 | 915325.9969 | 266946.613 | 648379.3839 |
Total P&L (%) | 405.7066 | 144.5933 | 261.1133 | 915.326 | 266.9466 | 648.3794 |
Avg Daily Profit (%) | 0.3129 | 0.1115 | 0.2014 | 0.1789 | 0.1003 | 0.1554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172192 | -114301 | -87840 | -1177110 | -587796 | -589314 |
Profit Factor | 1.7776 | 1.5416 | 2.0249 | 1.4466 | 1.2589 | 1.6366 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 52.1277 | 55.3191 | 48.9362 | 52.1277 | 55.3191 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.6325 | 1.2452 | 2.1129 | 1.3285 | 1.0168 | 1.7078 |
Largest Winning Trade | 66099 | 59153 | 66099 | 432841 | 432841 | 387700 |
Largest Losing Trade | -30308 | -25115 | -30308 | -511530 | -252715 | -511530 |
Avg Bars in Trades | 26 | 17 | 34 | 26 | 17 | 34 |
Avg Bars in Winners | 25 | 10 | 43 | 25 | 10 | 43 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 2446 | 820 | 1626 | 2446 | 820 | 1626 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459414 | -41496 | 401354 | 347089 | -58160 | 375213 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 3.16273 } }, "second_band": { "type": "swma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 3.16273 } }, "second_band": { "type": "swma", "factors": { "length": 23, "offset": 0 } } }
# | 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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