Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1344790.9624 | 1239475.175 | 105315.7874 | 3290430.0141 | 337850.9842 | 2952579.0299 |
Total P&L (%) | 1344.791 | 1239.4752 | 105.3158 | 3290.43 | 337.851 | 2952.579 |
Avg Daily Profit (%) | 0.7504 | 0.6917 | 0.0588 | 0.1968 | 0.0824 | 0.191 |
Buy And Hold Return (%) | 175.4427 | 175.4427 | 175.4427 | 175.4427 | 175.4427 | 175.4427 |
Max Trade Drawdown | -109668 | -100755 | -141863 | -6644714 | -5839469 | -3694943 |
Profit Factor | 2.9878 | 4.9803 | 1.2885 | 1.143 | 1.0281 | 1.2686 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 46.5517 | 43.1034 | 50 | 46.5517 | 43.1034 | 50 |
Ratio Avg Win / Avg Loss | 3.4305 | 6.574 | 1.2885 | 1.3123 | 1.3571 | 1.2686 |
Largest Winning Trade | 780104 | 780104 | 66547 | 2157666 | 2157666 | 1336723 |
Largest Losing Trade | -60643 | -32851 | -60643 | -1537502 | -1537502 | -1469405 |
Avg Bars in Trades | 44 | 37 | 50 | 44 | 37 | 50 |
Avg Bars in Winners | 69 | 60 | 77 | 69 | 60 | 77 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 5157 | 2201 | 2956 | 5157 | 2201 | 2956 |
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 | 626975 | -162716 | -460266 | -56256 | -462616 | -172202 |
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{ "first_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 2.4861 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 2.4861 } } }
# | 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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