Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442546.0296 | 288131.0317 | 154414.9979 | 863846.1437 | 891222.9573 | -27376.8135 |
Total P&L (%) | 442.546 | 288.131 | 154.415 | 863.8461 | 891.223 | -27.3768 |
Avg Daily Profit (%) | 0.3129 | 0.2037 | 0.1092 | 0.1603 | 0.1623 | -0.0226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112005 | -47204 | -99574 | -1171550 | -577227 | -799537 |
Profit Factor | 1.5076 | 1.6443 | 1.3636 | 1.1452 | 1.3351 | 0.9917 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 64.0351 | 64.9123 | 63.1579 | 64.0351 | 64.9123 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.8467 | 0.8888 | 0.7954 | 0.6432 | 0.7217 | 0.5785 |
Largest Winning Trade | 32398 | 32398 | 24069 | 286803 | 286803 | 175538 |
Largest Losing Trade | -57588 | -45962 | -57588 | -695930 | -435364 | -695930 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Losers | 53 | 64 | 43 | 53 | 64 | 43 |
Bars Traded | 8122 | 4304 | 3818 | 8122 | 4304 | 3818 |
Profit Streak | 15.9776 | 0 | 46.6443 | 15.9776 | 0 | 46.6443 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427039 | 348148 | -46002 | -51236 | 289054 | -578334 |
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{ "first_band": { "type": "fwma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 207, "offset": 0, "multiplier": 2.90168 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 207, "offset": 0, "multiplier": 2.90168 } } }
# | 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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