Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557179.3621 | 366617.7633 | 190561.5988 | 654868.8818 | -139466.2411 | 794335.1228 |
Total P&L (%) | 557.1794 | 366.6178 | 190.5616 | 654.8689 | -139.4662 | 794.3351 |
Avg Daily Profit (%) | 0.3764 | 0.2477 | 0.1287 | 0.1366 | 0 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148008 | -96570 | -82384 | -2369909 | -1427290 | -1258639 |
Profit Factor | 1.9004 | 1.9349 | 1.8405 | 1.1082 | 0.9608 | 1.3183 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 48.3871 | 42.5532 | 54.3478 | 48.3871 | 42.5532 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.027 | 2.6122 | 1.546 | 1.182 | 1.2971 | 1.1073 |
Largest Winning Trade | 252622 | 252622 | 67841 | 820105 | 820105 | 746082 |
Largest Losing Trade | -39567 | -38506 | -39567 | -984907 | -379199 | -984907 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Losers | 31 | 33 | 27 | 31 | 33 | 27 |
Bars Traded | 4228 | 2086 | 2142 | 4228 | 2086 | 2142 |
Profit Streak | 0 | 0 | 48.4076 | 0 | 0 | 48.4076 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459864 | 319977 | -15620 | -112128 | -581926 | 264298 |
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{ "first_band": { "type": "sma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 244, "offset": 0, "multiplier": 2.59282 } } }
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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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