Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238027.0363 | 62508.2087 | 175518.8276 | 265336.7084 | -138614.3404 | 403951.0488 |
Total P&L (%) | 238.027 | 62.5082 | 175.5188 | 265.3367 | -138.6143 | 403.951 |
Avg Daily Profit (%) | 0.2339 | 0.0614 | 0.1725 | 0.1274 | 0 | 0.1591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84718 | -85392 | -52518 | -651591 | -658618 | -246086 |
Profit Factor | 1.6044 | 1.2565 | 2.1693 | 1.136 | 0.8901 | 1.5862 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 66.6667 | 58.3333 | 75 | 66.6667 | 58.3333 | 75 |
Ratio Avg Win / Avg Loss | 0.8022 | 0.8975 | 0.7231 | 0.568 | 0.6358 | 0.5287 |
Largest Winning Trade | 37821 | 37821 | 32546 | 164947 | 164947 | 137471 |
Largest Losing Trade | -42466 | -42466 | -29114 | -336532 | -336532 | -132132 |
Avg Bars in Trades | 52 | 56 | 48 | 52 | 56 | 48 |
Avg Bars in Winners | 43 | 38 | 47 | 43 | 38 | 47 |
Avg Bars in Losers | 69 | 80 | 50 | 69 | 80 | 50 |
Bars Traded | 3754 | 2021 | 1733 | 3754 | 2021 | 1733 |
Profit Streak | 4.7755 | 0 | 53.7755 | 4.7755 | 0 | 53.7755 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72663 | -112165 | 466508 | -176334 | -579699 | 419790 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 175, "offset": 0, "multiplier": 2.60354 } }, "second_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 175, "offset": 0, "multiplier": 2.60354 } }, "second_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } } }
# | 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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