Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509904.7612 | 285803.6673 | 224101.0939 | 1658347.0705 | 540736.9841 | 1117610.0864 |
Total P&L (%) | 509.9048 | 285.8037 | 224.1011 | 1658.3471 | 540.737 | 1117.6101 |
Avg Daily Profit (%) | 0.3434 | 0.1925 | 0.1509 | 0.1933 | 0.1252 | 0.1685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73796 | -92859 | -56786 | -662792 | -417000 | -498282 |
Profit Factor | 2.5773 | 2.6047 | 2.5437 | 1.7331 | 1.4763 | 1.9919 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50.7937 | 46.875 | 54.8387 | 50.7937 | 46.875 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.4968 | 2.952 | 2.0948 | 1.679 | 1.6732 | 1.6404 |
Largest Winning Trade | 203347 | 203347 | 67382 | 492476 | 312615 | 492476 |
Largest Losing Trade | -46715 | -23516 | -46715 | -388131 | -177550 | -388131 |
Avg Bars in Trades | 67 | 49 | 85 | 67 | 49 | 85 |
Avg Bars in Winners | 100 | 76 | 121 | 100 | 76 | 121 |
Avg Bars in Losers | 33 | 25 | 41 | 33 | 25 | 41 |
Bars Traded | 4227 | 1583 | 2644 | 4227 | 1583 | 2644 |
Profit Streak | 0 | 0 | 54.0988 | 0 | 0 | 54.0988 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136718 | 405956 | 505603 | -139631 | -24448 | 487663 |
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{ "first_band": { "type": "swma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 2.9816 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 2.9816 } } }
# | 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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