Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337491.8449 | 197022.6312 | 140469.2137 | 347495.8359 | 495406.2269 | -147910.391 |
Total P&L (%) | 337.4918 | 197.0226 | 140.4692 | 347.4958 | 495.4062 | -147.9104 |
Avg Daily Profit (%) | 0.1992 | 0.1163 | 0.0829 | 0.0885 | 0.1054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83610 | -87199 | -73348 | -686210 | -220038 | -540522 |
Profit Factor | 1.4701 | 1.4847 | 1.451 | 1.1697 | 1.4935 | 0.8583 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 44.9664 | 38.6667 | 51.3514 | 44.9664 | 38.6667 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.7992 | 2.3551 | 1.3746 | 1.4315 | 2.3689 | 0.8132 |
Largest Winning Trade | 81944 | 81944 | 40133 | 325268 | 325268 | 164091 |
Largest Losing Trade | -27643 | -22381 | -27643 | -157841 | -133214 | -157841 |
Avg Bars in Trades | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Winners | 29 | 25 | 32 | 29 | 25 | 32 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 3196 | 1497 | 1699 | 3196 | 1497 | 1699 |
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 | 308277 | -96495 | -145242 | -109977 | -111019 | -644783 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 1.74256 } }, "second_band": { "type": "fwma", "factors": { "length": 181, "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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