Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474262.9022 | 409189.2182 | 65073.684 | -38580.6269 | 423625.5282 | -462206.1551 |
Total P&L (%) | 474.2629 | 409.1892 | 65.0737 | -38.5806 | 423.6255 | -462.2062 |
Avg Daily Profit (%) | 0.201 | 0.1735 | 0.0276 | -0.0207 | 0.0702 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276173 | -106854 | -339916 | -590728 | -228318 | -676719 |
Profit Factor | 1.1637 | 1.289 | 1.0439 | 0.9885 | 1.2946 | 0.7581 |
Total Trades | 982 | 491 | 491 | 982 | 491 | 491 |
Winning Trades | 496 | 242 | 254 | 496 | 242 | 254 |
Losing Trades | 486 | 249 | 237 | 486 | 249 | 237 |
Profitability (%) | 50.5092 | 49.2872 | 51.7312 | 50.5092 | 49.2872 | 51.7312 |
Ratio Avg Win / Avg Loss | 1.1402 | 1.3263 | 0.974 | 0.9685 | 1.332 | 0.7073 |
Largest Winning Trade | 72748 | 72748 | 50942 | 134016 | 134016 | 57032 |
Largest Losing Trade | -76233 | -24268 | -76233 | -266355 | -45469 | -266355 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 9336 | 4667 | 4669 | 9336 | 4667 | 4669 |
Profit Streak | 4.38 | 6.63 | 0 | 4.38 | 6.63 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26858 | 363973 | -327746 | -574754 | -96446 | -578265 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 3.15122 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.14856, "nb": 0.36728, "nc": 0.63724 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 3.15122 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.14856, "nb": 0.36728, "nc": 0.63724 } } }
# | 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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