Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343847.894 | 247041.1073 | 96806.7867 | 83480.4509 | 311201.9311 | -227721.4802 |
Total P&L (%) | 343.8479 | 247.0411 | 96.8068 | 83.4805 | 311.2019 | -227.7215 |
Avg Daily Profit (%) | 0.1781 | 0.1279 | 0.0501 | 0.0314 | 0.0732 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133561 | -108108 | -138420 | -717650 | -350497 | -474152 |
Profit Factor | 1.2303 | 1.3221 | 1.1334 | 1.0205 | 1.158 | 0.8921 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 239 | 116 | 123 | 239 | 116 | 123 |
Losing Trades | 275 | 141 | 134 | 275 | 141 | 134 |
Profitability (%) | 46.4981 | 45.1362 | 47.8599 | 46.4981 | 45.1362 | 47.8599 |
Ratio Avg Win / Avg Loss | 1.4156 | 1.607 | 1.2347 | 1.1742 | 1.4076 | 0.9719 |
Largest Winning Trade | 134465 | 134465 | 47263 | 270036 | 270036 | 114004 |
Largest Losing Trade | -30115 | -22222 | -30115 | -145707 | -118332 | -145707 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 58 | 56 | 61 | 58 | 56 | 61 |
Avg Bars in Losers | 32 | 30 | 33 | 32 | 30 | 33 |
Bars Traded | 22934 | 10910 | 12024 | 22934 | 10910 | 12024 |
Profit Streak | 0 | 16.5277 | 0 | 0 | 16.5277 | 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 | 302964 | -21426 | -199833 | -347585 | -142396 | -580821 |
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{ "first_band": { "type": "pwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 2.82275 } } }
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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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