Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687004.3613 | 626268.8202 | 60735.5411 | 1253862.4708 | 2587155.1835 | -1333292.7127 |
Total P&L (%) | 687.0044 | 626.2688 | 60.7355 | 1253.8625 | 2587.1552 | -1333.2927 |
Avg Daily Profit (%) | 0.3789 | 0.3454 | 0.0335 | 0.1438 | 0.1817 | 0 |
Buy And Hold Return (%) | 152.7714 | 152.7714 | 152.7714 | 152.7714 | 152.7714 | 152.7714 |
Max Trade Drawdown | -101280 | -74869 | -97546 | -3190950 | -2413747 | -2863075 |
Profit Factor | 2.5022 | 3.9138 | 1.2506 | 1.1293 | 1.5891 | 0.7488 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 44.3038 | 46.1538 | 42.5 | 44.3038 | 46.1538 | 42.5 |
Ratio Avg Win / Avg Loss | 3.1456 | 4.566 | 1.6919 | 1.4197 | 1.854 | 1.0131 |
Largest Winning Trade | 283928 | 283928 | 64175 | 2157222 | 2157222 | 611650 |
Largest Losing Trade | -33664 | -33664 | -33334 | -1147034 | -1147034 | -845281 |
Avg Bars in Trades | 65 | 62 | 69 | 65 | 62 | 69 |
Avg Bars in Winners | 93 | 80 | 107 | 93 | 80 | 107 |
Avg Bars in Losers | 44 | 47 | 41 | 44 | 47 | 41 |
Bars Traded | 5210 | 2445 | 2765 | 5210 | 2445 | 2765 |
Profit Streak | 0 | 40.1827 | 0 | 0 | 40.1827 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20937 | 491658 | -315921 | -112485 | 372786 | -581999 |
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{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.46627 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.46627 } } }
# | 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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