Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -174300.9922 | 38383.9817 | -212684.9739 | 1031092.828 | 128781.0802 | 902311.7478 |
Total P&L (%) | -174.301 | 38.384 | -212.685 | 1031.0928 | 128.7811 | 902.3117 |
Avg Daily Profit (%) | -0.1288 | 0.0284 | -0.1571 | 0.1794 | 0.0612 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -574223 | -112217 | -462005 | -485350 | -472486 | -227491 |
Profit Factor | 0.7782 | 1.1612 | 0.6118 | 1.8744 | 1.1611 | 3.3759 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 20 | 27 | 45 | 21 | 24 |
Losing Trades | 31 | 19 | 12 | 33 | 18 | 15 |
Profitability (%) | 60.2564 | 51.2821 | 69.2308 | 57.6923 | 53.8462 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.5133 | 1.1031 | 0.2719 | 1.3746 | 0.9952 | 2.1099 |
Largest Winning Trade | 45936 | 45936 | 35119 | 332696 | 261185 | 332696 |
Largest Losing Trade | -361906 | -49415 | -361906 | -455599 | -455599 | -194068 |
Avg Bars in Trades | 64 | 74 | 54 | 64 | 74 | 54 |
Avg Bars in Winners | 37 | 36 | 37 | 50 | 33 | 65 |
Avg Bars in Losers | 106 | 115 | 92 | 83 | 122 | 36 |
Bars Traded | 5039 | 2906 | 2133 | 5039 | 2906 | 2133 |
Profit Streak | 51.967 | 53.717 | 51.967 | 51.967 | 53.717 | 51.967 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616406 | -198985 | -577277 | -25652 | -154320 | 602796 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 1.76256 } }, "second_band": { "type": "pwma", "factors": { "length": 12, "offset": 229 } } }
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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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