Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1968063.3514 | 1935442.6682 | 32620.6832 | 613363.9219 | 1141163.2357 | -527799.3138 |
Total P&L (%) | 1968.0634 | 1935.4427 | 32.6207 | 613.3639 | 1141.1632 | -527.7993 |
Avg Daily Profit (%) | 1.0607 | 1.0431 | 0.0176 | 0.1059 | 0.1358 | 0 |
Buy And Hold Return (%) | 219.0641 | 219.0641 | 219.0641 | 219.0641 | 219.0641 | 219.0641 |
Max Trade Drawdown | -111699 | -82756 | -68522 | -2043839 | -1202869 | -1127845 |
Profit Factor | 4.9172 | 9.23 | 1.1221 | 1.1325 | 1.4813 | 0.7662 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 36.6667 | 36.6667 | 36.6667 | 36.6667 | 36.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 8.4934 | 15.9427 | 1.9381 | 1.9562 | 2.5586 | 1.3234 |
Largest Winning Trade | 1823117 | 1823117 | 71039 | 1613292 | 1613292 | 494364 |
Largest Losing Trade | -65129 | -30861 | -65129 | -446815 | -335581 | -446815 |
Avg Bars in Trades | 58 | 60 | 57 | 58 | 60 | 57 |
Avg Bars in Winners | 99 | 92 | 105 | 99 | 92 | 105 |
Avg Bars in Losers | 35 | 41 | 29 | 35 | 41 | 29 |
Bars Traded | 3519 | 1805 | 1714 | 3519 | 1805 | 1714 |
Profit Streak | 0 | 0 | 61.5165 | 0 | 0 | 61.5165 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157836 | 600211 | -424960 | -307019 | -15405 | -583784 |
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{ "first_band": { "type": "alma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 3.06323 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1968063.3514105186, 1935442.6682317015, 32620.6831788166, 613363.9219283676, 1141163.235736167, -527799.3138077995 ], [ 1968.063351, 1935.442668, 32.620683, 613.363922, 1141.163236, -527.799314 ], [ 1.060665, 1.043084, 0.017581, 0.105948, 0.135831, 0 ], [ 219.064079, 219.064079, 219.064079, 219.064079, 219.064079, 219.064079 ], [ -111699, -82756, -68522, -2043839, -1202869, -1127845 ], [ 4.917241, 9.229965, 1.122065, 1.132522, 1.481316, 0.766197 ], [ 60, 30, 30, 60, 30, 30 ], [ 22, 11, 11, 22, 11, 11 ], [ 38, 19, 19, 38, 19, 19 ], [ 36.666667, 36.666667, 36.666667, 36.666667, 36.666667, 36.666667 ], [ 8.493417, 15.942667, 1.938112, 1.956175, 2.558636, 1.323431 ], [ 1823117, 1823117, 71039, 1613292, 1613292, 494364 ], [ -65129, -30861, -65129, -446815, -335581, -446815 ], [ 58, 60, 57, 58, 60, 57 ], [ 99, 92, 105, 99, 92, 105 ], [ 35, 41, 29, 35, 41, 29 ], [ 3519, 1805, 1714, 3519, 1805, 1714 ], [ 0, 0, 61.516506, 0, 0, 61.516506 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157836, 600211, -424960, -307019, -15405, -583784 ] ] }
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{ "first_band": { "type": "alma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 3.06323 } } }
# | 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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