Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307773.1147 | 58989.0113 | 248784.1035 | 381684.7555 | 139424.5078 | 242260.2478 |
Total P&L (%) | 307.7731 | 58.989 | 248.7841 | 381.6848 | 139.4245 | 242.2602 |
Avg Daily Profit (%) | 0.2013 | 0.0386 | 0.1627 | 0.1029 | 0.0571 | 0.0805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103428 | -56300 | -93032 | -733868 | -357664 | -619803 |
Profit Factor | 1.7498 | 1.2942 | 2.1848 | 1.1673 | 1.1347 | 1.1943 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 60.2941 | 58.8235 | 61.7647 | 60.2941 | 58.8235 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.1523 | 0.906 | 1.3525 | 0.7687 | 0.7943 | 0.7393 |
Largest Winning Trade | 71457 | 58933 | 71457 | 238665 | 238665 | 212744 |
Largest Losing Trade | -39912 | -39912 | -36984 | -218916 | -218916 | -218305 |
Avg Bars in Trades | 39 | 29 | 49 | 39 | 29 | 49 |
Avg Bars in Winners | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Losers | 49 | 33 | 67 | 49 | 33 | 67 |
Bars Traded | 2659 | 987 | 1672 | 2659 | 987 | 1672 |
Profit Streak | 77.1131 | 121.6131 | 0 | 77.1131 | 121.6131 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101769 | -140927 | 426811 | -205435 | -187870 | -92408 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 4.08468 } }, "second_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } } }
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# | 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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