Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1475971.0699 | 1388364.506 | 87606.564 | 835866.5087 | -500018.6431 | 1335885.1518 |
Total P&L (%) | 1475.9711 | 1388.3645 | 87.6066 | 835.8665 | -500.0186 | 1335.8852 |
Avg Daily Profit (%) | 0.7923 | 0.7452 | 0.047 | 0.1201 | 0 | 0.1431 |
Buy And Hold Return (%) | 60.4356 | 60.4356 | 60.4356 | 60.4356 | 60.4356 | 60.4356 |
Max Trade Drawdown | -127043 | -114252 | -52219 | -6496223 | -5727124 | -2512002 |
Profit Factor | 3.9276 | 5.8368 | 1.4035 | 1.0436 | 0.9565 | 1.1741 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 40.625 | 37.5 | 43.75 | 40.625 | 37.5 | 43.75 |
Ratio Avg Win / Avg Loss | 5.7403 | 9.728 | 1.8045 | 1.5253 | 1.5942 | 1.5096 |
Largest Winning Trade | 1347260 | 1347260 | 55386 | 2984158 | 2984158 | 1871911 |
Largest Losing Trade | -36465 | -34586 | -36465 | -2051700 | -2051700 | -1788679 |
Avg Bars in Trades | 82 | 85 | 80 | 82 | 85 | 80 |
Avg Bars in Winners | 127 | 143 | 114 | 127 | 143 | 114 |
Avg Bars in Losers | 52 | 50 | 53 | 52 | 50 | 53 |
Bars Traded | 5294 | 2729 | 2565 | 5294 | 2729 | 2565 |
Profit Streak | 0 | 0 | 81.7542 | 0 | 0 | 81.7542 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127315 | 583666 | -156091 | -351125 | -582893 | -31367 |
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{ "first_band": { "type": "swma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 4.00953 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 4.00953 } } }
# | 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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