Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168019.549 | 148114.4248 | 19905.1242 | 119958.7442 | 102140.9995 | 17817.7447 |
Total P&L (%) | 168.0195 | 148.1144 | 19.9051 | 119.9587 | 102.141 | 17.8177 |
Avg Daily Profit (%) | 0.3226 | 0.2844 | 0.0382 | 0.1515 | 0.1352 | 0.0315 |
Buy And Hold Return (%) | 26.0636 | 26.0636 | 26.0636 | 26.0636 | 26.0636 | 26.0636 |
Max Trade Drawdown | -97905 | -87950 | -60016 | -266497 | -256514 | -175815 |
Profit Factor | 1.4011 | 1.7195 | 1.0934 | 1.1216 | 1.2065 | 1.0362 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Losing Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Profitability (%) | 40.3409 | 44.3182 | 36.3636 | 40.3409 | 44.3182 | 36.3636 |
Ratio Avg Win / Avg Loss | 2.0721 | 2.1604 | 1.9135 | 1.6586 | 1.5158 | 1.8134 |
Largest Winning Trade | 75427 | 75427 | 26172 | 150384 | 150384 | 76122 |
Largest Losing Trade | -22939 | -16975 | -22939 | -53460 | -47649 | -53460 |
Avg Bars in Trades | 139 | 130 | 148 | 139 | 130 | 148 |
Avg Bars in Winners | 243 | 218 | 272 | 243 | 218 | 272 |
Avg Bars in Losers | 69 | 60 | 77 | 69 | 60 | 77 |
Bars Traded | 24558 | 11476 | 13081 | 24558 | 11476 | 13081 |
Profit Streak | 0 | 19.1936 | 0 | 0 | 19.1936 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241549 | 312880 | -430439 | -83583 | -16214 | -502381 |
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{ "first_band": { "type": "swma", "factors": { "length": 136, "offset": 183 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 2.91585 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 136, "offset": 183 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 2.91585 } } }
# | 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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