Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532801.1377 | 310632.0472 | 222169.0905 | 1405184.0635 | 2733232.1312 | -1328048.0677 |
Total P&L (%) | 532.8011 | 310.632 | 222.1691 | 1405.1841 | 2733.2321 | -1328.0481 |
Avg Daily Profit (%) | 0.3049 | 0.1778 | 0.1271 | 0.1553 | 0.1915 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124377 | -61608 | -160593 | -4797941 | -2032828 | -6208605 |
Profit Factor | 1.6459 | 2.0187 | 1.4272 | 1.0738 | 1.4555 | 0.8981 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 60.119 | 61.9048 | 58.3333 | 60.119 | 61.9048 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0918 | 1.2423 | 1.0195 | 0.7123 | 0.8957 | 0.6415 |
Largest Winning Trade | 92743 | 92743 | 62266 | 1134685 | 1003629 | 1134685 |
Largest Losing Trade | -53903 | -22334 | -53903 | -2819474 | -984208 | -2819474 |
Avg Bars in Trades | 20 | 11 | 29 | 20 | 11 | 29 |
Avg Bars in Winners | 19 | 8 | 30 | 19 | 8 | 30 |
Avg Bars in Losers | 22 | 16 | 27 | 22 | 16 | 27 |
Bars Traded | 3425 | 964 | 2461 | 3425 | 964 | 2461 |
Profit Streak | 7.9311 | 7.9311 | 17.4311 | 7.9311 | 7.9311 | 17.4311 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523539 | 453635 | -20834 | -129725 | 351987 | -579181 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 60, "offset": 0, "multiplier": 3.16769 } }, "second_band": { "type": "pwma", "factors": { "length": 23, "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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