Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729473.0794 | 670781.2362 | 58691.8432 | -66537.7798 | 516835.4974 | -583373.2771 |
Total P&L (%) | 729.4731 | 670.7812 | 58.6918 | -66.5378 | 516.8355 | -583.3733 |
Avg Daily Profit (%) | 0.3948 | 0.363 | 0.0318 | -0.0592 | 0.0985 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189334 | -142956 | -104907 | -1382606 | -666515 | -788144 |
Profit Factor | 1.8736 | 2.3771 | 1.1687 | 0.9624 | 1.6169 | 0.373 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 53.2374 | 45.7143 | 60.8696 | 53.2374 | 45.7143 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.6457 | 2.8229 | 0.7513 | 0.8453 | 1.9201 | 0.2398 |
Largest Winning Trade | 635137 | 635137 | 43438 | 1096079 | 1096079 | 130496 |
Largest Losing Trade | -93736 | -55480 | -93736 | -785377 | -561296 | -785377 |
Avg Bars in Trades | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Winners | 49 | 54 | 45 | 49 | 54 | 45 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 5378 | 2773 | 2605 | 5378 | 2773 | 2605 |
Profit Streak | 0 | 0 | 41.5202 | 0 | 0 | 41.5202 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505683 | -82165 | -287573 | -579990 | -154093 | -680499 |
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{ "first_band": { "type": "pwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 2.77544 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 2.77544 } } }
# | 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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