Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506629.3174 | 283556.9915 | 223072.326 | 797019.5111 | -105164.9234 | 902184.4346 |
Total P&L (%) | 506.6293 | 283.557 | 223.0723 | 797.0195 | -105.1649 | 902.1844 |
Avg Daily Profit (%) | 0.2798 | 0.1566 | 0.1232 | 0.1212 | 0 | 0.1274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81041 | -80452 | -77955 | -1352236 | -1255377 | -1303338 |
Profit Factor | 1.513 | 1.5499 | 1.4726 | 1.0849 | 0.9779 | 1.1947 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 92 | 37 | 55 | 92 | 37 | 55 |
Losing Trades | 139 | 79 | 60 | 139 | 79 | 60 |
Profitability (%) | 39.8268 | 31.8966 | 47.8261 | 39.8268 | 31.8966 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.2859 | 3.3093 | 1.6064 | 1.6391 | 2.088 | 1.3033 |
Largest Winning Trade | 108246 | 108246 | 50778 | 803028 | 803028 | 359459 |
Largest Losing Trade | -36063 | -34697 | -36063 | -486116 | -202686 | -486116 |
Avg Bars in Trades | 45 | 36 | 55 | 45 | 36 | 55 |
Avg Bars in Winners | 72 | 60 | 80 | 72 | 60 | 80 |
Avg Bars in Losers | 28 | 24 | 33 | 28 | 24 | 33 |
Bars Traded | 10613 | 4181 | 6432 | 10613 | 4181 | 6432 |
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 | 304877 | 96712 | -27385 | -159560 | -585286 | -30009 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 2.92831 } }, "second_band": { "type": "fwma", "factors": { "length": 192, "offset": 0 } } }
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# | 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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