Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122587.7665 | 1089485.3119 | 33102.4546 | 722148.3462 | 1969859.1829 | -1247710.8367 |
Total P&L (%) | 1122.5878 | 1089.4853 | 33.1025 | 722.1483 | 1969.8592 | -1247.7108 |
Avg Daily Profit (%) | 0.6046 | 0.5868 | 0.0178 | 0.1135 | 0.1633 | 0 |
Buy And Hold Return (%) | 150.9029 | 150.9029 | 150.9029 | 150.9029 | 150.9029 | 150.9029 |
Max Trade Drawdown | -188960 | -126575 | -126865 | -8432007 | -5527803 | -4183360 |
Profit Factor | 2.8104 | 4.5734 | 1.105 | 1.0453 | 1.2193 | 0.8206 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 45.0549 | 45.6522 | 44.4444 | 45.0549 | 45.6522 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.4273 | 5.4445 | 1.3813 | 1.2748 | 1.4516 | 1.0257 |
Largest Winning Trade | 850988 | 850988 | 76013 | 5208769 | 5208769 | 1019435 |
Largest Losing Trade | -60390 | -28214 | -60390 | -2426415 | -2426415 | -1363876 |
Avg Bars in Trades | 59 | 60 | 57 | 59 | 60 | 57 |
Avg Bars in Winners | 96 | 103 | 90 | 96 | 103 | 90 |
Avg Bars in Losers | 28 | 24 | 31 | 28 | 24 | 31 |
Bars Traded | 5376 | 2778 | 2598 | 5376 | 2778 | 2598 |
Profit Streak | 0 | 0 | 50.1819 | 0 | 0 | 50.1819 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546474 | 619506 | -441347 | -214895 | 205123 | -580641 |
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{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 108, "offset": 0, "multiplier": 2.54745 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 108, "offset": 0, "multiplier": 2.54745 } } }
# | 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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