Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256505.1017 | 215343.8119 | 41161.2899 | 118190.8029 | 73983.6592 | 44207.1437 |
Total P&L (%) | 256.5051 | 215.3438 | 41.1613 | 118.1908 | 73.9837 | 44.2071 |
Avg Daily Profit (%) | 0.21 | 0.1763 | 0.0337 | 0.0639 | 0.0454 | 0.03 |
Buy And Hold Return (%) | 42.9862 | 42.9862 | 42.9862 | 42.9862 | 42.9862 | 42.9862 |
Max Trade Drawdown | -84858 | -73907 | -100185 | -97205 | -133271 | -108957 |
Profit Factor | 1.3183 | 1.505 | 1.1085 | 1.1247 | 1.1394 | 1.1059 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Losing Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Profitability (%) | 56.4246 | 61.1111 | 51.6854 | 56.4246 | 61.1111 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.0181 | 0.9577 | 1.0362 | 0.8686 | 0.7251 | 1.0338 |
Largest Winning Trade | 36575 | 36575 | 18444 | 34477 | 34477 | 26166 |
Largest Losing Trade | -48223 | -48223 | -34131 | -65188 | -65188 | -42344 |
Avg Bars in Trades | 19 | 23 | 16 | 19 | 23 | 16 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 22 | 31 | 14 | 22 | 31 | 14 |
Bars Traded | 3516 | 2091 | 1426 | 3516 | 2091 | 1426 |
Profit Streak | 11.07 | 12.07 | 0 | 11.07 | 12.07 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356469 | 280373 | -414647 | -193305 | -207866 | -413634 |
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{ "first_band": { "type": "zlma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 2.75365 } } }
# | 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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