Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271896.5876 | 21040.1214 | 250856.4662 | 87755.285 | -299364.5265 | 387119.8115 |
Total P&L (%) | 271.8966 | 21.0401 | 250.8565 | 87.7553 | -299.3645 | 387.1198 |
Avg Daily Profit (%) | 0.1776 | 0.0137 | 0.1639 | 0.0412 | 0 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167357 | -127344 | -82230 | -592930 | -539391 | -276495 |
Profit Factor | 1.2216 | 1.0293 | 1.4932 | 1.0269 | 0.8449 | 1.2896 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 161 | 76 | 85 | 161 | 76 | 85 |
Losing Trades | 150 | 79 | 71 | 150 | 79 | 71 |
Profitability (%) | 51.7685 | 49.0323 | 54.4872 | 51.7685 | 49.0323 | 54.4872 |
Ratio Avg Win / Avg Loss | 1.1381 | 1.0699 | 1.2472 | 0.9567 | 0.8783 | 1.0772 |
Largest Winning Trade | 37592 | 28650 | 37592 | 110518 | 80400 | 110518 |
Largest Losing Trade | -33936 | -33936 | -20829 | -182476 | -182476 | -82116 |
Avg Bars in Trades | 19 | 23 | 15 | 19 | 23 | 15 |
Avg Bars in Winners | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Losers | 18 | 24 | 12 | 18 | 24 | 12 |
Bars Traded | 5958 | 3600 | 2358 | 5958 | 3600 | 2358 |
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 | 330040 | -368830 | 349125 | -328437 | -580619 | -53679 |
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{ "first_band": { "type": "pwma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 136, "offset": 29, "multiplier": 2.97315 } } }
# | 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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