Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1787866.1742 | 1822661.7171 | -34795.5429 | -105657.3017 | 2400969.2687 | -2506626.5704 |
Total P&L (%) | 1787.8662 | 1822.6617 | -34.7955 | -105.6573 | 2400.9693 | -2506.6266 |
Avg Daily Profit (%) | 0.9989 | 1.0184 | -0.0194 | 0 | 0.18 | 0 |
Buy And Hold Return (%) | 373.5023 | 373.5023 | 373.5023 | 373.5023 | 373.5023 | 373.5023 |
Max Trade Drawdown | -151147 | -153920 | -125658 | -2472377 | -107124 | -2539556 |
Profit Factor | 3.2103 | 5.3427 | 0.9106 | 0.9624 | 16.399 | 0.0556 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 20 | 26 | 55 | 32 | 23 |
Losing Trades | 58 | 32 | 26 | 49 | 20 | 29 |
Profitability (%) | 44.2308 | 38.4615 | 50 | 52.8846 | 61.5385 | 44.2308 |
Ratio Avg Win / Avg Loss | 4.0478 | 8.5483 | 0.9106 | 0.8574 | 10.2494 | 0.0701 |
Largest Winning Trade | 1143346 | 1143346 | 61956 | 2161610 | 2161610 | 79718 |
Largest Losing Trade | -100700 | -31054 | -100700 | -2440443 | -85442 | -2440443 |
Avg Bars in Trades | 67 | 70 | 64 | 67 | 70 | 64 |
Avg Bars in Winners | 99 | 110 | 90 | 56 | 63 | 45 |
Avg Bars in Losers | 42 | 45 | 39 | 80 | 80 | 80 |
Bars Traded | 7023 | 3654 | 3370 | 7023 | 3654 | 3370 |
Profit Streak | 0 | 0 | 15.2862 | 7.0362 | 29.0362 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575455 | -164580 | -760249 | -579443 | -161539 | -763076 |
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{ "first_band": { "type": "alma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 4.48819 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 4.48819 } } }
# | 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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