Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303960.4171 | 218815.6698 | 85144.7472 | 17607.311 | -182513.3072 | 200120.6181 |
Total P&L (%) | 303.9604 | 218.8157 | 85.1447 | 17.6073 | -182.5133 | 200.1206 |
Avg Daily Profit (%) | 0.1583 | 0.114 | 0.0444 | 0.0084 | 0 | 0.0573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129379 | -77842 | -106459 | -316071 | -292765 | -166590 |
Profit Factor | 1.3531 | 1.4667 | 1.2172 | 1.0142 | 0.7736 | 1.4607 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 53.6 | 50 | 57.1429 | 53.6 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1713 | 1.4667 | 0.9129 | 0.878 | 0.7736 | 1.0955 |
Largest Winning Trade | 84028 | 84028 | 31959 | 117482 | 117482 | 65945 |
Largest Losing Trade | -52095 | -52095 | -47203 | -145646 | -145646 | -118563 |
Avg Bars in Trades | 43 | 56 | 31 | 43 | 56 | 31 |
Avg Bars in Winners | 43 | 54 | 34 | 43 | 54 | 34 |
Avg Bars in Losers | 43 | 57 | 28 | 43 | 57 | 28 |
Bars Traded | 5473 | 3472 | 2001 | 5473 | 3472 | 2001 |
Profit Streak | 77.9508 | 77.9508 | 108.6175 | 77.9508 | 77.9508 | 108.6175 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354292 | -193344 | -280552 | -394439 | -734400 | -260180 |
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{ "first_band": { "type": "wma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 3.71282 } } }
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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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