Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410775.3328 | 307511.9864 | 103263.3465 | 84077.2016 | 144205.7114 | -60128.5099 |
Total P&L (%) | 410.7753 | 307.512 | 103.2633 | 84.0772 | 144.2057 | -60.1285 |
Avg Daily Profit (%) | 0.2123 | 0.1589 | 0.0534 | 0.0315 | 0.0462 | -0.0475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172286 | -88139 | -132954 | -501794 | -260659 | -410785 |
Profit Factor | 1.6893 | 1.9954 | 1.3598 | 1.0516 | 1.1884 | 0.9303 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 58.8235 | 53.4884 | 64.2857 | 58.8235 | 53.4884 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.1825 | 1.7352 | 0.7554 | 0.7361 | 1.0334 | 0.5169 |
Largest Winning Trade | 254905 | 254905 | 42020 | 311141 | 311141 | 91131 |
Largest Losing Trade | -47771 | -34078 | -47771 | -266362 | -106457 | -266362 |
Avg Bars in Trades | 43 | 54 | 33 | 43 | 54 | 33 |
Avg Bars in Winners | 42 | 54 | 33 | 42 | 54 | 33 |
Avg Bars in Losers | 45 | 53 | 34 | 45 | 53 | 34 |
Bars Traded | 3738 | 2327 | 1412 | 3738 | 2327 | 1412 |
Profit Streak | 0 | 0 | 338.1777 | 0 | 0 | 338.1777 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402713 | 416320 | -119629 | -314788 | -144039 | -577538 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 4.70321 } }, "second_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 4.70321 } }, "second_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } } }
# | 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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