Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327316.5317 | 287773.8147 | 39542.717 | -99335.8521 | 239952.0476 | -339287.8997 |
Total P&L (%) | 327.3165 | 287.7738 | 39.5427 | -99.3359 | 239.952 | -339.2879 |
Avg Daily Profit (%) | 0.1506 | 0.1324 | 0.0182 | -0.2304 | 0.0563 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215740 | -134253 | -257510 | -476922 | -31842 | -507489 |
Profit Factor | 1.3214 | 1.7589 | 1.0619 | 0.8207 | 7.0359 | 0.3403 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 65.2439 | 65.8537 | 64.6341 | 65.2439 | 65.8537 | 64.6341 |
Ratio Avg Win / Avg Loss | 0.7039 | 0.912 | 0.581 | 0.4372 | 3.6482 | 0.1862 |
Largest Winning Trade | 53350 | 53350 | 39955 | 127442 | 127442 | 64881 |
Largest Losing Trade | -98619 | -39975 | -98619 | -326375 | -31842 | -326375 |
Avg Bars in Trades | 51 | 49 | 52 | 51 | 49 | 52 |
Avg Bars in Winners | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Losers | 68 | 69 | 68 | 68 | 69 | 68 |
Bars Traded | 8426 | 4095 | 4331 | 8426 | 4095 | 4331 |
Profit Streak | 74.3226 | 74.3226 | 87.3226 | 74.3226 | 74.3226 | 87.3226 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361945 | -16874 | -325830 | -576470 | -110352 | -581654 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 3.10775 } }, "second_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 3.10775 } }, "second_band": { "type": "swma", "factors": { "length": 125, "offset": 0 } } }
# | 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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