Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485856.358 | 327389.4516 | 158466.9065 | 337522.7537 | -224346.6623 | 561869.416 |
Total P&L (%) | 485.8564 | 327.3895 | 158.4669 | 337.5228 | -224.3467 | 561.8694 |
Avg Daily Profit (%) | 0.3259 | 0.2196 | 0.1063 | 0.0991 | 0 | 0.1269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138711 | -110380 | -57376 | -776488 | -582952 | -510092 |
Profit Factor | 1.6762 | 1.7581 | 1.5527 | 1.0933 | 0.8956 | 1.3824 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 42.0168 | 35 | 49.1525 | 42.0168 | 35 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.3131 | 3.265 | 1.6063 | 1.5087 | 1.6633 | 1.4301 |
Largest Winning Trade | 200995 | 200995 | 70294 | 379495 | 379495 | 316286 |
Largest Losing Trade | -39567 | -33075 | -39567 | -343554 | -204310 | -343554 |
Avg Bars in Trades | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Winners | 55 | 57 | 53 | 55 | 57 | 53 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 4290 | 2016 | 2274 | 4290 | 2016 | 2274 |
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 | 327022 | -164169 | -225335 | -180339 | -753291 | -199662 |
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{ "first_band": { "type": "wma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 42, "offset": 0, "multiplier": 2.98448 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 42, "offset": 0, "multiplier": 2.98448 } } }
# | 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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