Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508924.1685 | 487411.2269 | 21512.9416 | 183562.0692 | 152053.6191 | 31508.4501 |
Total P&L (%) | 508.9242 | 487.4112 | 21.5129 | 183.5621 | 152.0536 | 31.5085 |
Avg Daily Profit (%) | 0.2747 | 0.2631 | 0.0116 | 0.0563 | 0.0499 | 0.0148 |
Buy And Hold Return (%) | 26.8067 | 26.8067 | 26.8067 | 26.8067 | 26.8067 | 26.8067 |
Max Trade Drawdown | -152518 | -93750 | -152966 | -662577 | -529194 | -436464 |
Profit Factor | 1.6179 | 2.226 | 1.0505 | 1.0656 | 1.103 | 1.0238 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 43.0657 | 42.029 | 44.1176 | 43.0657 | 42.029 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.1389 | 3.0704 | 1.3306 | 1.4087 | 1.5213 | 1.2969 |
Largest Winning Trade | 281425 | 281425 | 40313 | 337199 | 337199 | 189859 |
Largest Losing Trade | -35281 | -30608 | -35281 | -173576 | -173576 | -148266 |
Avg Bars in Trades | 51 | 46 | 57 | 51 | 46 | 57 |
Avg Bars in Winners | 80 | 72 | 89 | 80 | 72 | 89 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 7070 | 3182 | 3888 | 7070 | 3182 | 3888 |
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 | 338593 | -92661 | -619834 | -268589 | -338349 | -590359 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 3.32955 } }, "second_band": { "type": "fwma", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 3.32955 } }, "second_band": { "type": "fwma", "factors": { "length": 103, "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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