Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649452.3272 | 506194.838 | 143257.4892 | 2378517.1658 | 531466.0155 | 1847051.1503 |
Total P&L (%) | 649.4523 | 506.1948 | 143.2575 | 2378.5172 | 531.466 | 1847.0512 |
Avg Daily Profit (%) | 0.3287 | 0.2562 | 0.0725 | 0.1626 | 0.0933 | 0.1504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83407 | -83146 | -134174 | -1640735 | -1620841 | -587538 |
Profit Factor | 1.9751 | 2.489 | 1.4393 | 1.3987 | 1.1414 | 1.8365 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Profitability (%) | 47.4684 | 50.6329 | 44.3038 | 47.4684 | 50.6329 | 44.3038 |
Ratio Avg Win / Avg Loss | 2.1857 | 2.4268 | 1.8094 | 1.5479 | 1.1129 | 2.3087 |
Largest Winning Trade | 171230 | 171230 | 66799 | 958028 | 806051 | 958028 |
Largest Losing Trade | -32340 | -28578 | -32340 | -662544 | -662544 | -505440 |
Avg Bars in Trades | 72 | 64 | 80 | 72 | 64 | 80 |
Avg Bars in Winners | 111 | 90 | 135 | 111 | 90 | 135 |
Avg Bars in Losers | 38 | 38 | 37 | 38 | 38 | 37 |
Bars Traded | 11501 | 5133 | 6368 | 11501 | 5133 | 6368 |
Profit Streak | 0 | 0 | 637.4008 | 0 | 0 | 637.4008 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458383 | -13614 | -121919 | 336941 | -159803 | -16726 |
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{ "first_band": { "type": "sma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 1.95115 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 1.95115 } } }
# | 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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