Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451131.9063 | 339523.6613 | 111608.245 | 637321.442 | 743527.0852 | -106205.6432 |
Total P&L (%) | 451.1319 | 339.5237 | 111.6082 | 637.3214 | 743.5271 | -106.2056 |
Avg Daily Profit (%) | 0.362 | 0.2725 | 0.0896 | 0.1604 | 0.1713 | 0 |
Buy And Hold Return (%) | 16.0274 | 16.0274 | 16.0274 | 16.0274 | 16.0274 | 16.0274 |
Max Trade Drawdown | -90557 | -65450 | -78356 | -1104652 | -891664 | -916708 |
Profit Factor | 1.5179 | 1.8325 | 1.2409 | 1.0982 | 1.2375 | 0.9684 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 66.5 | 66 | 67 | 66.5 | 66 | 67 |
Ratio Avg Win / Avg Loss | 0.7647 | 0.944 | 0.6112 | 0.5532 | 0.6375 | 0.477 |
Largest Winning Trade | 35336 | 35336 | 29303 | 207829 | 207829 | 204924 |
Largest Losing Trade | -76502 | -33750 | -76502 | -631272 | -436071 | -631272 |
Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Winners | 23 | 22 | 25 | 23 | 22 | 25 |
Avg Bars in Losers | 60 | 77 | 43 | 60 | 77 | 43 |
Bars Traded | 7261 | 4154 | 3107 | 7261 | 4154 | 3107 |
Profit Streak | 6.5622 | 6.5622 | 53.2288 | 6.5622 | 6.5622 | 53.2288 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486604 | 420954 | -71629 | -101761 | 308906 | -577047 |
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{ "first_band": { "type": "fwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 238, "offset": 0, "multiplier": 3.05196 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 238, "offset": 0, "multiplier": 3.05196 } } }
# | 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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