Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538892.2656 | 408689.9772 | 130202.2884 | -12601.2906 | 1560577.7953 | -1573179.0858 |
Total P&L (%) | 538.8923 | 408.69 | 130.2023 | -12.6013 | 1560.5778 | -1573.1791 |
Avg Daily Profit (%) | 0.2833 | 0.2148 | 0.0684 | -0.0071 | 0.1478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172429 | -64403 | -237401 | -1618786 | -48220 | -2058518 |
Profit Factor | 1.6293 | 2.211 | 1.251 | 0.9951 | 8.1693 | 0.3265 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 60 | 58.3333 | 61.6667 | 60 | 58.3333 | 61.6667 |
Ratio Avg Win / Avg Loss | 1.0862 | 1.5793 | 0.7776 | 0.6634 | 5.8352 | 0.2029 |
Largest Winning Trade | 76845 | 76845 | 68240 | 513190 | 513190 | 219352 |
Largest Losing Trade | -96252 | -42158 | -96252 | -1570753 | -21111 | -1570753 |
Avg Bars in Trades | 30 | 17 | 44 | 30 | 17 | 44 |
Avg Bars in Winners | 33 | 18 | 48 | 33 | 18 | 48 |
Avg Bars in Losers | 26 | 16 | 38 | 26 | 16 | 38 |
Bars Traded | 3701 | 1042 | 2659 | 3701 | 1042 | 2659 |
Profit Streak | 0 | 0 | 569.5402 | 0 | 0 | 569.5402 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444163 | -155867 | -269773 | -579163 | -154622 | -747111 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 3.32987 } }, "second_band": { "type": "zlma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 3.32987 } }, "second_band": { "type": "zlma", "factors": { "length": 52, "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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