Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1827719.341 | 1742818.6619 | 84900.6791 | 1165740.4053 | 4000247.5281 | -2834507.1228 |
Total P&L (%) | 1827.7193 | 1742.8187 | 84.9007 | 1165.7404 | 4000.2475 | -2834.5071 |
Avg Daily Profit (%) | 1.0143 | 0.9672 | 0.0471 | 0.141 | 0.2063 | 0 |
Buy And Hold Return (%) | 186.6725 | 186.6725 | 186.6725 | 186.6725 | 186.6725 | 186.6725 |
Max Trade Drawdown | -128336 | -75469 | -145581 | -3775585 | -1090906 | -4554680 |
Profit Factor | 4.2961 | 7.594 | 1.2926 | 1.1184 | 2.1195 | 0.5478 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 47.7612 | 41.1765 | 54.5455 | 47.7612 | 41.1765 | 54.5455 |
Ratio Avg Win / Avg Loss | 4.6989 | 10.8486 | 1.0771 | 1.2233 | 3.0278 | 0.4565 |
Largest Winning Trade | 1109776 | 1109776 | 65950 | 3646609 | 3646609 | 422723 |
Largest Losing Trade | -88969 | -34158 | -88969 | -3775585 | -673286 | -3775585 |
Avg Bars in Trades | 76 | 70 | 83 | 76 | 70 | 83 |
Avg Bars in Winners | 107 | 94 | 117 | 107 | 94 | 117 |
Avg Bars in Losers | 49 | 53 | 43 | 49 | 53 | 43 |
Bars Traded | 5154 | 2386 | 2768 | 5154 | 2386 | 2768 |
Profit Streak | 0 | 0 | 85.1686 | 0 | 0 | 85.1686 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101517 | 662067 | -293797 | -217334 | 312255 | -578849 |
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 2.93633 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 2.93633 } } }
# | 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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