Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194900.6828 | 41731.5114 | 153169.1714 | -112851.3007 | 8169.29 | -121020.5906 |
Total P&L (%) | 194.9007 | 41.7315 | 153.1692 | -112.8513 | 8.1693 | -121.0206 |
Avg Daily Profit (%) | 0.1867 | 0.04 | 0.1467 | 0 | 0.0075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101954 | -96692 | -101954 | -115402 | -5635 | -115508 |
Profit Factor | 1.2793 | 1.1099 | 1.4814 | 0.2817 | 1.3538 | 0.097 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 127 | 59 | 68 | 78 | 45 | 33 |
Losing Trades | 79 | 44 | 35 | 128 | 58 | 70 |
Profitability (%) | 61.6505 | 57.2816 | 66.0194 | 37.8641 | 43.6893 | 32.0388 |
Ratio Avg Win / Avg Loss | 0.7958 | 0.8277 | 0.7625 | 0.4623 | 1.7449 | 0.2058 |
Largest Winning Trade | 32424 | 32424 | 30678 | 7336 | 7336 | 2273 |
Largest Losing Trade | -101954 | -32109 | -101954 | -103814 | -2556 | -103814 |
Avg Bars in Trades | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Winners | 43 | 42 | 44 | 78 | 87 | 66 |
Avg Bars in Losers | 82 | 89 | 73 | 45 | 43 | 48 |
Bars Traded | 12018 | 6436 | 5582 | 12018 | 6436 | 5582 |
Profit Streak | 16.2838 | 16.2838 | 19.4504 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340411 | -241639 | 188357 | -584419 | -349485 | -587764 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 3.46537 } }, "second_band": { "type": "pwma", "factors": { "length": 222, "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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