Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495771.3266 | 399189.5749 | 96581.7517 | 229770.4337 | 245601.8843 | -15831.4506 |
Total P&L (%) | 495.7713 | 399.1896 | 96.5818 | 229.7704 | 245.6019 | -15.8315 |
Avg Daily Profit (%) | 0.2156 | 0.1736 | 0.042 | 0.0519 | 0.054 | -0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151778 | -158879 | -82566 | -522463 | -399250 | -259548 |
Profit Factor | 1.6336 | 1.857 | 1.305 | 1.1093 | 1.1887 | 0.9802 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 48.5981 | 45.283 | 51.8519 | 48.5981 | 45.283 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.7278 | 2.2439 | 1.2118 | 1.1733 | 1.4363 | 0.9102 |
Largest Winning Trade | 195286 | 195286 | 49143 | 385150 | 385150 | 91702 |
Largest Losing Trade | -42422 | -42422 | -30557 | -172411 | -172411 | -121389 |
Avg Bars in Trades | 84 | 88 | 80 | 84 | 88 | 80 |
Avg Bars in Winners | 104 | 103 | 104 | 104 | 103 | 104 |
Avg Bars in Losers | 65 | 75 | 54 | 65 | 75 | 54 |
Bars Traded | 9034 | 4683 | 4351 | 9034 | 4683 | 4351 |
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 | 381136 | -170969 | -316499 | -224147 | -315750 | -760593 |
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{ "first_band": { "type": "alma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 4.65874 } } }
# | 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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