Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1803800.011 | 1761687.6675 | 42112.3434 | 717532.0077 | 1957240.3194 | -1239708.3117 |
Total P&L (%) | 1803.8 | 1761.6877 | 42.1123 | 717.532 | 1957.2403 | -1239.7083 |
Avg Daily Profit (%) | 0.9698 | 0.9471 | 0.0226 | 0.113 | 0.1627 | 0 |
Buy And Hold Return (%) | 126.3106 | 126.3106 | 126.3106 | 126.3106 | 126.3106 | 126.3106 |
Max Trade Drawdown | -179615 | -90122 | -100233 | -1610443 | -631815 | -1125847 |
Profit Factor | 4.421 | 8.1044 | 1.1508 | 1.166 | 2.0778 | 0.5053 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 39.759 | 38.0952 | 41.4634 | 39.759 | 38.0952 | 41.4634 |
Ratio Avg Win / Avg Loss | 6.6985 | 13.1696 | 1.6246 | 1.7667 | 3.3764 | 0.7133 |
Largest Winning Trade | 1687047 | 1687047 | 67987 | 1687047 | 1687047 | 258698 |
Largest Losing Trade | -43388 | -37434 | -43388 | -646046 | -335760 | -646046 |
Avg Bars in Trades | 64 | 55 | 73 | 64 | 55 | 73 |
Avg Bars in Winners | 135 | 117 | 152 | 135 | 117 | 152 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 5328 | 2323 | 3005 | 5328 | 2323 | 3005 |
Profit Streak | 0 | 0 | 83.1896 | 0 | 0 | 83.1896 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555248 | 620482 | -384275 | -84616 | 254989 | -583100 |
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{ "first_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 1.31474 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 1.31474 } } }
# | 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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