Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673978.9724 | 568232.8062 | 105746.1662 | 369354.0436 | 3097722.7062 | -2728368.6626 |
Total P&L (%) | 673.979 | 568.2328 | 105.7462 | 369.354 | 3097.7227 | -2728.3687 |
Avg Daily Profit (%) | 0.3411 | 0.2876 | 0.0535 | 0.0783 | 0.1755 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226286 | -149715 | -147622 | -12237415 | -8880253 | -5416037 |
Profit Factor | 1.4826 | 1.7932 | 1.1555 | 1.01 | 1.1586 | 0.8445 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Losing Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Profitability (%) | 48.2906 | 50.4274 | 46.1538 | 48.2906 | 50.4274 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.5876 | 1.7628 | 1.3481 | 1.0815 | 1.139 | 0.9852 |
Largest Winning Trade | 174405 | 174405 | 51404 | 7776267 | 7776267 | 1803651 |
Largest Losing Trade | -66180 | -66180 | -43240 | -4287986 | -4287986 | -3105128 |
Avg Bars in Trades | 49 | 60 | 37 | 49 | 60 | 37 |
Avg Bars in Winners | 52 | 58 | 45 | 52 | 58 | 45 |
Avg Bars in Losers | 46 | 63 | 30 | 46 | 63 | 30 |
Bars Traded | 11559 | 7127 | 4432 | 11559 | 7127 | 4432 |
Profit Streak | 548.6876 | 548.6876 | 550.6876 | 548.6876 | 548.6876 | 550.6876 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484166 | 452998 | -171717 | -296106 | -37812 | -581557 |
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{ "first_band": { "type": "zlma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 185, "offset": 0, "multiplier": 4.03957 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 185, "offset": 0, "multiplier": 4.03957 } } }
# | 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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