Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032207.8075 | 950253.1028 | 81954.7047 | 242733.1111 | 950.1933 | 241782.9178 |
Total P&L (%) | 1032.2078 | 950.2531 | 81.9547 | 242.7331 | 0.9502 | 241.7829 |
Avg Daily Profit (%) | 0.4326 | 0.3983 | 0.0343 | 0.0516 | 0.0004 | 0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141524 | -91625 | -76786 | -977549 | -770763 | -509212 |
Profit Factor | 2.6271 | 3.4627 | 1.3298 | 1.0755 | 1.0005 | 1.196 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Losing Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Profitability (%) | 49.2063 | 59.375 | 38.7097 | 49.2063 | 59.375 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.7119 | 2.3692 | 2.1055 | 1.1102 | 0.6845 | 1.8937 |
Largest Winning Trade | 695535 | 695535 | 62554 | 602132 | 602132 | 441251 |
Largest Losing Trade | -60079 | -60079 | -34022 | -692755 | -692755 | -228444 |
Avg Bars in Trades | 73 | 71 | 75 | 73 | 71 | 75 |
Avg Bars in Winners | 94 | 75 | 126 | 94 | 75 | 126 |
Avg Bars in Losers | 52 | 65 | 42 | 52 | 65 | 42 |
Bars Traded | 4610 | 2278 | 2332 | 4610 | 2278 | 2332 |
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 | -136272 | 631374 | -150062 | -412706 | -578539 | -132314 |
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.76834 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.76834 } } }
# | 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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