Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1756478.2372 | 1661803.939 | 94674.2982 | 1913454.1203 | -4233083.2153 | 6146537.3356 |
Total P&L (%) | 1756.4782 | 1661.8039 | 94.6743 | 1913.4541 | -4233.0832 | 6146.5373 |
Avg Daily Profit (%) | 0.9816 | 0.9287 | 0.0529 | 0.1679 | 0 | 0.2313 |
Buy And Hold Return (%) | 274.324 | 274.324 | 274.324 | 274.324 | 274.324 | 274.324 |
Max Trade Drawdown | -99929 | -171246 | -91401 | -10558285 | -14113444 | -2592973 |
Profit Factor | 3.0732 | 4.89 | 1.2254 | 1.0492 | 0.8146 | 1.3836 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 106 | 59 | 47 | 106 | 59 | 47 |
Profitability (%) | 37.6471 | 30.5882 | 44.7059 | 37.6471 | 30.5882 | 44.7059 |
Ratio Avg Win / Avg Loss | 5.09 | 11.0965 | 1.5156 | 1.7378 | 1.8486 | 1.7113 |
Largest Winning Trade | 1241339 | 1241339 | 54116 | 6010325 | 6010325 | 3318975 |
Largest Losing Trade | -61550 | -20674 | -61550 | -1997929 | -1290719 | -1997929 |
Avg Bars in Trades | 61 | 55 | 67 | 61 | 55 | 67 |
Avg Bars in Winners | 107 | 108 | 107 | 107 | 108 | 107 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 10394 | 4676 | 5718 | 10394 | 4676 | 5718 |
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 | 535803 | 449572 | -289683 | -161419 | -585875 | 274527 |
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{ "first_band": { "type": "sma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 175, "offset": 0, "multiplier": 2.67648 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 175, "offset": 0, "multiplier": 2.67648 } } }
# | 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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