Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1609612.6364 | 1537869.5313 | 71743.1051 | 3023088.0679 | 1449580.8885 | 1573507.1794 |
Total P&L (%) | 1609.6126 | 1537.8695 | 71.7431 | 3023.0881 | 1449.5809 | 1573.5072 |
Avg Daily Profit (%) | 0.7106 | 0.679 | 0.0317 | 0.1521 | 0.1211 | 0.1245 |
Buy And Hold Return (%) | 329.3292 | 329.3292 | 329.3292 | 329.3292 | 329.3292 | 329.3292 |
Max Trade Drawdown | -71629 | -75386 | -76817 | -3855974 | -3245651 | -2749962 |
Profit Factor | 3.524 | 5.6572 | 1.2333 | 1.1631 | 1.1421 | 1.1888 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 38.9381 | 36.8421 | 41.0714 | 38.9381 | 36.8421 | 41.0714 |
Ratio Avg Win / Avg Loss | 5.5262 | 9.6981 | 1.7695 | 1.8239 | 1.9578 | 1.7057 |
Largest Winning Trade | 1205748 | 1205748 | 59351 | 2749957 | 2749957 | 1522087 |
Largest Losing Trade | -38268 | -32910 | -38268 | -1110779 | -1043621 | -1110779 |
Avg Bars in Trades | 115 | 108 | 121 | 115 | 108 | 121 |
Avg Bars in Winners | 182 | 171 | 191 | 182 | 171 | 191 |
Avg Bars in Losers | 72 | 72 | 72 | 72 | 72 | 72 |
Bars Traded | 13005 | 6202 | 6803 | 13005 | 6202 | 6803 |
Profit Streak | 0 | 0 | 25.1407 | 0 | 0 | 25.1407 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492473 | -166668 | -498547 | -36395 | -281430 | -222637 |
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{ "first_band": { "type": "wma", "factors": { "length": 239, "offset": 79 } }, "second_band": { "type": "supertrend", "factors": { "length": 170, "offset": 0, "multiplier": 4.25583 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 239, "offset": 79 } }, "second_band": { "type": "supertrend", "factors": { "length": 170, "offset": 0, "multiplier": 4.25583 } } }
# | 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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