Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601755.1964 | 461674.5932 | 140080.6032 | 791679.7154 | 709103.2601 | 82576.4553 |
Total P&L (%) | 601.7552 | 461.6746 | 140.0806 | 791.6797 | 709.1033 | 82.5765 |
Avg Daily Profit (%) | 0.2627 | 0.2016 | 0.0612 | 0.0956 | 0.0913 | 0.0263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125940 | -172938 | -59797 | -3286140 | -3279492 | -1363343 |
Profit Factor | 1.705 | 1.9027 | 1.4095 | 1.0587 | 1.083 | 1.0167 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 43.8356 | 41.0959 | 46.5753 | 43.8356 | 41.0959 | 46.5753 |
Ratio Avg Win / Avg Loss | 2.1846 | 2.7272 | 1.6168 | 1.3565 | 1.5523 | 1.1662 |
Largest Winning Trade | 188899 | 188899 | 40896 | 1698827 | 1698827 | 687765 |
Largest Losing Trade | -38470 | -38470 | -32146 | -1107273 | -1107273 | -492013 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 66 | 72 | 62 | 66 | 72 | 62 |
Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
Bars Traded | 6658 | 3415 | 3243 | 6658 | 3415 | 3243 |
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 | 352583 | -64173 | -182682 | -222883 | -274122 | -433177 |
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{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 3.42562 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 3.42562 } } }
# | 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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