Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719596.611 | 553101.9298 | 166494.6812 | 446759.4966 | 256168.6538 | 190590.8428 |
Total P&L (%) | 719.5966 | 553.1019 | 166.4947 | 446.7595 | 256.1687 | 190.5908 |
Avg Daily Profit (%) | 0.4859 | 0.3735 | 0.1124 | 0.1148 | 0.0858 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135157 | -105948 | -102265 | -1072129 | -827772 | -457680 |
Profit Factor | 1.6549 | 1.9141 | 1.3372 | 1.093 | 1.0968 | 1.0884 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 152 | 81 | 71 | 152 | 81 | 71 |
Profitability (%) | 43.9114 | 40 | 47.7941 | 43.9114 | 40 | 47.7941 |
Ratio Avg Win / Avg Loss | 2.1138 | 2.8712 | 1.4607 | 1.3962 | 1.6452 | 1.1889 |
Largest Winning Trade | 430525 | 430525 | 53767 | 606723 | 606723 | 284016 |
Largest Losing Trade | -36186 | -24749 | -36186 | -305962 | -305962 | -204188 |
Avg Bars in Trades | 65 | 61 | 68 | 65 | 61 | 68 |
Avg Bars in Winners | 88 | 78 | 96 | 88 | 78 | 96 |
Avg Bars in Losers | 46 | 50 | 42 | 46 | 50 | 42 |
Bars Traded | 17626 | 8288 | 9338 | 17626 | 8288 | 9338 |
Profit Streak | 11.1657 | 0 | 14.5824 | 11.1657 | 0 | 14.5824 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478925 | 326509 | -43062 | -158264 | -195435 | -220431 |
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 3.30476 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 719596.6110412438, 553101.9298211347, 166494.6812201083, 446759.4965798222, 256168.6537898267, 190590.8427899955 ], [ 719.596611, 553.10193, 166.494681, 446.759497, 256.168654, 190.590843 ], [ 0.485886, 0.373465, 0.11242, 0.114775, 0.085805, 0.072055 ], [ 10, 10, 10, 10, 10, 10 ], [ -135157, -105948, -102265, -1072129, -827772, -457680 ], [ 1.654905, 1.914139, 1.337219, 1.093043, 1.096787, 1.088445 ], [ 271, 135, 136, 271, 135, 136 ], [ 119, 54, 65, 119, 54, 65 ], [ 152, 81, 71, 152, 81, 71 ], [ 43.911439, 40, 47.794118, 43.911439, 40, 47.794118 ], [ 2.113828, 2.871209, 1.460655, 1.396156, 1.64518, 1.188917 ], [ 430525, 430525, 53767, 606723, 606723, 284016 ], [ -36186, -24749, -36186, -305962, -305962, -204188 ], [ 65, 61, 68, 65, 61, 68 ], [ 88, 78, 96, 88, 78, 96 ], [ 46, 50, 42, 46, 50, 42 ], [ 17626, 8288, 9338, 17626, 8288, 9338 ], [ 11.165697, 0, 14.582363, 11.165697, 0, 14.582363 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478925, 326509, -43062, -158264, -195435, -220431 ] ] }
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 3.30476 } } }
# | 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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