Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335690.9356 | 221678.169 | 114012.7666 | 411205.2174 | 175214.3737 | 235990.8436 |
Total P&L (%) | 335.6909 | 221.6782 | 114.0128 | 411.2052 | 175.2144 | 235.9908 |
Avg Daily Profit (%) | 0.2709 | 0.1789 | 0.092 | 0.1318 | 0.0817 | 0.0979 |
Buy And Hold Return (%) | 103.2182 | 103.2182 | 103.2182 | 103.2182 | 103.2182 | 103.2182 |
Max Trade Drawdown | -104386 | -49031 | -75115 | -1315324 | -645744 | -971839 |
Profit Factor | 1.7361 | 2.2128 | 1.4173 | 1.1044 | 1.1038 | 1.1048 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 69 | 66 | 72 | 69 | 66 | 72 |
Ratio Avg Win / Avg Loss | 0.78 | 1.1399 | 0.5512 | 0.4962 | 0.5686 | 0.4297 |
Largest Winning Trade | 38062 | 38062 | 25445 | 276667 | 186430 | 276667 |
Largest Losing Trade | -68702 | -38676 | -68702 | -890197 | -527547 | -890197 |
Avg Bars in Trades | 34 | 45 | 23 | 34 | 45 | 23 |
Avg Bars in Winners | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Losers | 60 | 85 | 30 | 60 | 85 | 30 |
Bars Traded | 3461 | 2279 | 1183 | 3461 | 2279 | 1183 |
Profit Streak | 11.1054 | 0 | 45.4388 | 11.1054 | 0 | 45.4388 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342002 | -173345 | -380158 | -123063 | -378701 | -350131 |
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{ "first_band": { "type": "pwma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 244, "offset": 0, "multiplier": 2.85494 } } }
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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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