Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769431.4009 | 543980.7782 | 225450.6227 | 1587879.7027 | 166698.4984 | 1421181.2043 |
Total P&L (%) | 769.4314 | 543.9808 | 225.4506 | 1587.8797 | 166.6985 | 1421.1812 |
Avg Daily Profit (%) | 0.5178 | 0.3661 | 0.1517 | 0.1904 | 0.066 | 0.1833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123256 | -138381 | -54063 | -1706582 | -1717560 | -1313631 |
Profit Factor | 2.0448 | 2.1364 | 1.8746 | 1.2178 | 1.0354 | 1.5497 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 49.359 | 42.3077 | 56.4103 | 49.359 | 42.3077 | 56.4103 |
Ratio Avg Win / Avg Loss | 2.0979 | 2.9133 | 1.4486 | 1.2494 | 1.4119 | 1.1975 |
Largest Winning Trade | 354496 | 354496 | 63375 | 1343560 | 1343560 | 712937 |
Largest Losing Trade | -36965 | -36965 | -25728 | -835053 | -835053 | -407179 |
Avg Bars in Trades | 111 | 98 | 124 | 111 | 98 | 124 |
Avg Bars in Winners | 149 | 116 | 173 | 149 | 116 | 173 |
Avg Bars in Losers | 74 | 85 | 60 | 74 | 85 | 60 |
Bars Traded | 17390 | 7678 | 9711 | 17390 | 7678 | 9711 |
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 | 547505 | -23929 | -23693 | 291768 | -323783 | -23844 |
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{ "first_band": { "type": "alma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 4.09632 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 4.09632 } } }
# | 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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