Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300125.2063 | 206107.0518 | 94018.1545 | 802789.0653 | 822691.9313 | -19902.8659 |
Total P&L (%) | 300.1252 | 206.1071 | 94.0182 | 802.7891 | 822.6919 | -19.9029 |
Avg Daily Profit (%) | 0.5762 | 0.3957 | 0.1805 | 0.4234 | 0.4276 | -0.0426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80807 | -29063 | -65449 | -1015757 | -329105 | -861058 |
Profit Factor | 1.8155 | 2.1856 | 1.4842 | 1.2777 | 1.6493 | 0.9877 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Profitability (%) | 40.5405 | 40.5405 | 40.5405 | 40.5405 | 40.5405 | 40.5405 |
Ratio Avg Win / Avg Loss | 2.6628 | 3.2056 | 2.1768 | 1.874 | 2.4189 | 1.4487 |
Largest Winning Trade | 76496 | 76496 | 29566 | 457429 | 457429 | 392311 |
Largest Losing Trade | -14696 | -8674 | -14696 | -181939 | -118919 | -181939 |
Avg Bars in Trades | 111 | 107 | 114 | 111 | 107 | 114 |
Avg Bars in Winners | 180 | 168 | 192 | 180 | 168 | 192 |
Avg Bars in Losers | 63 | 66 | 61 | 63 | 66 | 61 |
Bars Traded | 24699 | 11965 | 12734 | 24699 | 11965 | 12734 |
Profit Streak | 9.6077 | 19.316 | 0 | 9.6077 | 19.316 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426983 | 342160 | 189675 | 309063 | 329691 | -583617 |
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{ "first_band": { "type": "alma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 3.12147 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 3.12147 } } }
# | 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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