Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154742.2659 | 52226.415 | 102515.8509 | 108812.7623 | 24340.4264 | 84472.3358 |
Total P&L (%) | 154.7423 | 52.2264 | 102.5159 | 108.8128 | 24.3404 | 84.4723 |
Avg Daily Profit (%) | 0.1659 | 0.056 | 0.1099 | 0.079 | 0.0234 | 0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59683 | -69621 | -43173 | -113200 | -100943 | -51772 |
Profit Factor | 1.2783 | 1.1888 | 1.3668 | 1.1455 | 1.0639 | 1.2302 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 55.4878 | 52.439 | 58.5366 | 55.4878 | 52.439 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.0254 | 1.0782 | 0.9682 | 0.9189 | 0.9649 | 0.8714 |
Largest Winning Trade | 41178 | 41178 | 29118 | 59485 | 59485 | 31660 |
Largest Losing Trade | -21572 | -21572 | -17002 | -33630 | -33630 | -25453 |
Avg Bars in Trades | 22 | 18 | 25 | 22 | 18 | 25 |
Avg Bars in Winners | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 3642 | 1557 | 2085 | 3642 | 1557 | 2085 |
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 | 328658 | -136037 | -50193 | -147825 | -321435 | -110029 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 194, "multiplier": 3.68527 } }, "second_band": { "type": "alma", "factors": { "length": 18, "offset": 0 } } }
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# | 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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