Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338768.5834 | 274953.5634 | 63815.0199 | 191453.8452 | 248580.4475 | -57126.6023 |
Total P&L (%) | 338.7686 | 274.9536 | 63.815 | 191.4538 | 248.5804 | -57.1266 |
Avg Daily Profit (%) | 0.2745 | 0.2228 | 0.0517 | 0.0867 | 0.1012 | -0.0686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197500 | -120213 | -126156 | -4555050 | -3061119 | -2399743 |
Profit Factor | 1.3497 | 1.5842 | 1.1281 | 1.0126 | 1.0315 | 0.9922 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 65.0862 | 65.5172 | 64.6552 | 65.0862 | 65.5172 | 64.6552 |
Ratio Avg Win / Avg Loss | 0.724 | 0.8338 | 0.6167 | 0.5432 | 0.5429 | 0.5424 |
Largest Winning Trade | 33828 | 33828 | 24052 | 659943 | 494256 | 659943 |
Largest Losing Trade | -63171 | -35850 | -63171 | -1668674 | -1422532 | -1668674 |
Avg Bars in Trades | 31 | 34 | 27 | 31 | 34 | 27 |
Avg Bars in Winners | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Losers | 50 | 62 | 38 | 50 | 62 | 38 |
Bars Traded | 7241 | 4043 | 3197 | 7241 | 4043 | 3197 |
Profit Streak | 7.8804 | 14.2137 | 7.8804 | 7.8804 | 14.2137 | 7.8804 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406165 | 389171 | -202922 | -281200 | -242502 | -578170 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 3.10564 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 3.10564 } } }
# | 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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