Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1933597.7395 | 1800181.6572 | 133416.0824 | 7535450.1298 | -6871492.4199 | 14406942.5497 |
Total P&L (%) | 1933.5977 | 1800.1817 | 133.4161 | 7535.4501 | -6871.4924 | 14406.9426 |
Avg Daily Profit (%) | 1.0759 | 1.0017 | 0.0742 | 0.2415 | 0 | 0.2773 |
Buy And Hold Return (%) | 301.5849 | 301.5849 | 301.5849 | 301.5849 | 301.5849 | 301.5849 |
Max Trade Drawdown | -99764 | -86657 | -90565 | -14792806 | -15715729 | -6656676 |
Profit Factor | 3.6068 | 5.9318 | 1.3542 | 1.0969 | 0.8311 | 1.3887 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
Losing Trades | 151 | 82 | 69 | 151 | 82 | 69 |
Profitability (%) | 35.4701 | 29.9145 | 41.0256 | 35.4701 | 29.9145 | 41.0256 |
Ratio Avg Win / Avg Loss | 6.5619 | 13.8973 | 1.9466 | 1.9956 | 1.9471 | 1.9962 |
Largest Winning Trade | 1367974 | 1367974 | 56838 | 6399724 | 6399724 | 4763550 |
Largest Losing Trade | -35740 | -21857 | -35740 | -3280278 | -2764285 | -3280278 |
Avg Bars in Trades | 44 | 36 | 52 | 44 | 36 | 52 |
Avg Bars in Winners | 92 | 82 | 99 | 92 | 82 | 99 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 10395 | 4241 | 6154 | 10395 | 4241 | 6154 |
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 | 552974 | 458433 | -261808 | -108834 | -586397 | 241277 |
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{ "first_band": { "type": "sma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 2, "offset": 0, "multiplier": 1.0081 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 2, "offset": 0, "multiplier": 1.0081 } } }
# | 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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