Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236310.8581 | 64072.6872 | 172238.171 | -89175.7051 | -68967.0119 | -20208.6932 |
Total P&L (%) | 236.3109 | 64.0727 | 172.2382 | -89.1757 | -68.967 | -20.2087 |
Avg Daily Profit (%) | 0.1583 | 0.0429 | 0.1154 | -0.1489 | -0.0784 | -0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154046 | -87000 | -114524 | -393184 | -239241 | -345324 |
Profit Factor | 1.315 | 1.1751 | 1.4483 | 0.9142 | 0.8515 | 0.9648 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 62.5 | 58.3333 | 66.6667 | 62.5 | 58.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.789 | 0.8393 | 0.7241 | 0.5485 | 0.6082 | 0.4824 |
Largest Winning Trade | 50828 | 50828 | 35241 | 99547 | 99547 | 76930 |
Largest Losing Trade | -96214 | -60345 | -96214 | -333076 | -239241 | -333076 |
Avg Bars in Trades | 40 | 44 | 36 | 40 | 44 | 36 |
Avg Bars in Winners | 28 | 30 | 27 | 28 | 30 | 27 |
Avg Bars in Losers | 58 | 63 | 52 | 58 | 63 | 52 |
Bars Traded | 5782 | 3178 | 2604 | 5782 | 3178 | 2604 |
Profit Streak | 22.6779 | 25.1779 | 22.6779 | 22.6779 | 25.1779 | 22.6779 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332680 | -242646 | -116086 | -577310 | -657854 | -657250 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 2.6789 } }, "second_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 236310.8581125959, 64072.6871517062, 172238.1709608897, -89175.7050820174, -68967.0119253412, -20208.693156676 ], [ 236.310858, 64.072687, 172.238171, -89.175705, -68.967012, -20.208693 ], [ 0.158332, 0.04293, 0.115402, -0.148859, -0.078369, -0.015125 ], [ 10, 10, 10, 10, 10, 10 ], [ -154046, -87000, -114524, -393184, -239241, -345324 ], [ 1.314998, 1.175078, 1.448267, 0.914178, 0.851533, 0.964827 ], [ 144, 72, 72, 144, 72, 72 ], [ 90, 42, 48, 90, 42, 48 ], [ 54, 30, 24, 54, 30, 24 ], [ 62.5, 58.333333, 66.666667, 62.5, 58.333333, 66.666667 ], [ 0.788999, 0.839341, 0.724134, 0.548507, 0.608238, 0.482413 ], [ 50828, 50828, 35241, 99547, 99547, 76930 ], [ -96214, -60345, -96214, -333076, -239241, -333076 ], [ 40, 44, 36, 40, 44, 36 ], [ 28, 30, 27, 28, 30, 27 ], [ 58, 63, 52, 58, 63, 52 ], [ 5782, 3178, 2604, 5782, 3178, 2604 ], [ 22.67787, 25.17787, 22.67787, 22.67787, 25.17787, 22.67787 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332680, -242646, -116086, -577310, -657854, -657250 ] ] }
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{ "first_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 2.6789 } }, "second_band": { "type": "wma", "factors": { "length": 175, "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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