Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563198.6259 | 467097.2873 | 96101.3386 | 735562.2151 | 263065.7891 | 472496.426 |
Total P&L (%) | 563.1986 | 467.0973 | 96.1013 | 735.5622 | 263.0658 | 472.4964 |
Avg Daily Profit (%) | 0.3002 | 0.2489 | 0.0512 | 0.1132 | 0.0687 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66222 | -63573 | -51142 | -777658 | -694440 | -403717 |
Profit Factor | 2.4115 | 3.1058 | 1.5424 | 1.2493 | 1.1559 | 1.3742 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 40.8163 | 40.8163 | 40.8163 | 40.8163 | 40.8163 | 40.8163 |
Ratio Avg Win / Avg Loss | 3.4967 | 4.5034 | 2.2364 | 1.8115 | 1.676 | 1.9925 |
Largest Winning Trade | 411358 | 411358 | 58395 | 423580 | 423580 | 411956 |
Largest Losing Trade | -35580 | -30642 | -35580 | -307862 | -307862 | -224493 |
Avg Bars in Trades | 55 | 43 | 66 | 55 | 43 | 66 |
Avg Bars in Winners | 104 | 69 | 140 | 104 | 69 | 140 |
Avg Bars in Losers | 20 | 25 | 15 | 20 | 25 | 15 |
Bars Traded | 5400 | 2137 | 3262 | 5400 | 2137 | 3262 |
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 | 366401 | 377946 | -125314 | -43872 | -152553 | -70586 |
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{ "first_band": { "type": "ema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 1.69187 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 1.69187 } } }
# | 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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