Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226411.3723 | 286736.6932 | -60325.3208 | -56188.9993 | 94200.2167 | -150389.216 |
Total P&L (%) | 226.4114 | 286.7367 | -60.3253 | -56.189 | 94.2002 | -150.3892 |
Avg Daily Profit (%) | 0.1208 | 0.153 | -0.0322 | -0.044 | 0.0354 | 0 |
Buy And Hold Return (%) | 29.045 | 29.045 | 29.045 | 29.045 | 29.045 | 29.045 |
Max Trade Drawdown | -138773 | -78506 | -108599 | -179053 | -145433 | -114643 |
Profit Factor | 1.3323 | 1.9409 | 0.8398 | 0.9312 | 1.2482 | 0.6558 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44 | 44.7368 | 43.2432 | 44 | 44.7368 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.6957 | 2.3976 | 1.1022 | 1.1851 | 1.5419 | 0.8607 |
Largest Winning Trade | 185588 | 185588 | 38360 | 125826 | 125826 | 32989 |
Largest Losing Trade | -46205 | -41615 | -46205 | -80748 | -74195 | -80748 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 64 | 57 | 70 | 64 | 57 | 70 |
Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
Bars Traded | 3468 | 1692 | 1776 | 3468 | 1692 | 1776 |
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 | -93935 | 319386 | -581733 | -642722 | -149624 | -583400 |
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 2.81135 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 2.81135 } } }
# | 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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