Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184289.5828 | 196890.8822 | -12601.2995 | -104832.2223 | -2877.405 | -101954.8173 |
Total P&L (%) | 184.2896 | 196.8909 | -12.6013 | -104.8322 | -2.8774 | -101.9548 |
Avg Daily Profit (%) | 0.1472 | 0.1572 | -0.0101 | 0 | -0.0023 | 0 |
Buy And Hold Return (%) | 33.0456 | 33.0456 | 33.0456 | 33.0456 | 33.0456 | 33.0456 |
Max Trade Drawdown | -141124 | -79152 | -95492 | -33255 | -23911 | -19153 |
Profit Factor | 1.1891 | 1.4559 | 0.9768 | 0.5796 | 0.962 | 0.4127 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 135 | 70 | 65 | 72 | 34 | 38 |
Losing Trades | 73 | 34 | 39 | 136 | 70 | 66 |
Profitability (%) | 64.9038 | 67.3077 | 62.5 | 34.6154 | 32.6923 | 36.5385 |
Ratio Avg Win / Avg Loss | 0.643 | 0.7072 | 0.5861 | 1.0949 | 1.9807 | 0.7168 |
Largest Winning Trade | 31783 | 31783 | 21180 | 17606 | 11184 | 17606 |
Largest Losing Trade | -105311 | -34205 | -105311 | -105311 | -4219 | -105311 |
Avg Bars in Trades | 17 | 19 | 14 | 17 | 19 | 14 |
Avg Bars in Winners | 11 | 11 | 11 | 28 | 36 | 20 |
Avg Bars in Losers | 27 | 36 | 20 | 11 | 11 | 11 |
Bars Traded | 3556 | 2019 | 1537 | 3556 | 2019 | 1537 |
Profit Streak | 0 | 0 | 59.5399 | 7.2065 | 10.8732 | 0 |
Trades During Streak | 0 | 0 | 5 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8445 | 304310 | -577645 | -583045 | -583808 | -586012 |
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{ "first_band": { "type": "fwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 1.78681 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 1.78681 } } }
# | 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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