Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960331.9705 | 1028337.7543 | -68005.7837 | -72408.7315 | 614164.4847 | -686573.2162 |
Total P&L (%) | 960.332 | 1028.3378 | -68.0058 | -72.4087 | 614.1645 | -686.5732 |
Avg Daily Profit (%) | 0.5011 | 0.5366 | -0.0355 | -0.0672 | 0.1026 | 0 |
Buy And Hold Return (%) | 54.1266 | 54.1266 | 54.1266 | 54.1266 | 54.1266 | 54.1266 |
Max Trade Drawdown | -260478 | -190597 | -116877 | -1347425 | -607410 | -792619 |
Profit Factor | 2.8548 | 4.6895 | 0.7155 | 0.9637 | 1.694 | 0.3816 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 38.4615 | 31.25 | 45.4545 | 38.4615 | 31.25 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.5676 | 10.3168 | 0.8586 | 1.5419 | 3.7268 | 0.4579 |
Largest Winning Trade | 1213893 | 1213893 | 34430 | 1175558 | 1175558 | 68035 |
Largest Losing Trade | -64163 | -48951 | -64163 | -792619 | -216703 | -792619 |
Avg Bars in Trades | 84 | 76 | 93 | 84 | 76 | 93 |
Avg Bars in Winners | 125 | 120 | 129 | 125 | 120 | 129 |
Avg Bars in Losers | 59 | 56 | 62 | 59 | 56 | 62 |
Bars Traded | 5522 | 2447 | 3075 | 5522 | 2447 | 3075 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124703 | 401688 | -582570 | -718764 | -59648 | -582570 |
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{ "first_band": { "type": "alma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 2.20584 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 2.20584 } } }
# | 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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