Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2656128.246 | 2729828.1325 | -73699.8865 | 132471.9663 | 7077685.3103 | -6945213.344 |
Total P&L (%) | 2656.1282 | 2729.8281 | -73.6999 | 132.472 | 7077.6853 | -6945.2133 |
Avg Daily Profit (%) | 1.1965 | 1.2297 | -0.0332 | 0.038 | 0.1927 | 0 |
Buy And Hold Return (%) | 618.9636 | 618.9636 | 618.9636 | 618.9636 | 618.9636 | 618.9636 |
Max Trade Drawdown | -340180 | -194640 | -195632 | -17923145 | -9714874 | -8301833 |
Profit Factor | 2.6085 | 4.2159 | 0.9082 | 1.005 | 1.5365 | 0.4675 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 188 | 90 | 98 | 188 | 90 | 98 |
Losing Trades | 222 | 115 | 107 | 222 | 115 | 107 |
Profitability (%) | 45.8537 | 43.9024 | 47.8049 | 45.8537 | 43.9024 | 47.8049 |
Ratio Avg Win / Avg Loss | 3.0802 | 5.387 | 0.9916 | 1.1868 | 1.9634 | 0.5105 |
Largest Winning Trade | 2583915 | 2583915 | 41865 | 16009769 | 16009769 | 1434227 |
Largest Losing Trade | -36859 | -33410 | -36859 | -2562665 | -2215314 | -2562665 |
Avg Bars in Trades | 32 | 33 | 30 | 32 | 33 | 30 |
Avg Bars in Winners | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 13145 | 6928 | 6217 | 13145 | 6928 | 6217 |
Profit Streak | 0 | 11.9973 | 0 | 0 | 11.9973 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 613871 | 636166 | -581114 | -522346 | 337884 | -581114 |
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{ "first_band": { "type": "pwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 2.6779 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 2.6779 } } }
# | 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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