Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1707460.643 | 1507860.1832 | 199600.4598 | 26516756.3285 | 8799790.2847 | 17716966.0439 |
Total P&L (%) | 1707.4606 | 1507.8602 | 199.6005 | 26516.7563 | 8799.7903 | 17716.966 |
Avg Daily Profit (%) | 0.7514 | 0.6636 | 0.0878 | 0.246 | 0.1977 | 0.2283 |
Buy And Hold Return (%) | 215.8879 | 215.8879 | 215.8879 | 215.8879 | 215.8879 | 215.8879 |
Max Trade Drawdown | -77371 | -33211 | -105728 | -6414952 | -4857243 | -3598803 |
Profit Factor | 4.9512 | 8.8818 | 1.8288 | 1.7233 | 1.4545 | 2.0241 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 45.5357 | 37.5 | 53.5714 | 45.5357 | 37.5 | 53.5714 |
Ratio Avg Win / Avg Loss | 5.922 | 14.803 | 1.585 | 2.0612 | 2.4241 | 1.7543 |
Largest Winning Trade | 983615 | 983615 | 62814 | 8651621 | 5931867 | 8651621 |
Largest Losing Trade | -72284 | -17751 | -72284 | -2538018 | -2538018 | -2061425 |
Avg Bars in Trades | 118 | 107 | 129 | 118 | 107 | 129 |
Avg Bars in Winners | 187 | 199 | 178 | 187 | 199 | 178 |
Avg Bars in Losers | 61 | 52 | 73 | 61 | 52 | 73 |
Bars Traded | 13284 | 6019 | 7265 | 13284 | 6019 | 7265 |
Profit Streak | 0 | 0 | 64.1732 | 0 | 0 | 64.1732 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 686567 | -164676 | -416200 | 369323 | -175037 | -166079 |
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{ "first_band": { "type": "alma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 2.98505 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 2.98505 } } }
# | 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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