Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3275787.7477 | 3405901.7652 | -130114.0174 | -61280.2223 | 192257.6532 | -253537.8755 |
Total P&L (%) | 3275.7877 | 3405.9018 | -130.114 | -61.2802 | 192.2577 | -253.5379 |
Avg Daily Profit (%) | 1.4703 | 1.5287 | -0.0584 | -0.0426 | 0.0481 | 0 |
Buy And Hold Return (%) | 141.0419 | 141.0419 | 141.0419 | 141.0419 | 141.0419 | 141.0419 |
Max Trade Drawdown | -179664 | -121727 | -152688 | -608585 | -405262 | -237396 |
Profit Factor | 5.37 | 10.0617 | 0.6519 | 0.9427 | 1.2945 | 0.3924 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 36.1446 | 41.4634 | 30.9524 | 36.1446 | 41.4634 | 30.9524 |
Ratio Avg Win / Avg Loss | 9.4871 | 14.2048 | 1.4542 | 1.6655 | 1.8276 | 0.8753 |
Largest Winning Trade | 3508369 | 3508369 | 41985 | 615248 | 615248 | 35028 |
Largest Losing Trade | -56639 | -56639 | -52502 | -313490 | -313490 | -79299 |
Avg Bars in Trades | 51 | 42 | 59 | 51 | 42 | 59 |
Avg Bars in Winners | 84 | 68 | 104 | 84 | 68 | 104 |
Avg Bars in Losers | 32 | 23 | 40 | 32 | 23 | 40 |
Bars Traded | 4238 | 1725 | 2512 | 4238 | 1725 | 2512 |
Profit Streak | 0 | 50.4125 | 0 | 0 | 50.4125 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545339 | 736496 | -586475 | -584666 | -182122 | -588142 |
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{ "first_band": { "type": "ema", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 2.0583 } } }
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# | 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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