Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -919572.5093 | -10675.8273 | -908896.6821 | 108882.5788 | -1535509.6076 | 1644392.1864 |
Total P&L (%) | -919.5725 | -10.6758 | -908.8967 | 108.8826 | -1535.5096 | 1644.3922 |
Avg Daily Profit (%) | -0.4871 | -0.0057 | -0.4815 | 0.039 | 0 | 0.1516 |
Buy And Hold Return (%) | 367.8181 | 367.8181 | 367.8181 | 367.8181 | 367.8181 | 367.8181 |
Max Trade Drawdown | -1062409 | -156808 | -962905 | -2111602 | -1955624 | -987808 |
Profit Factor | 0.3779 | 0.9647 | 0.2272 | 1.0239 | 0.4054 | 1.8365 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 21 | 24 | 47 | 21 | 26 |
Losing Trades | 35 | 19 | 16 | 33 | 19 | 14 |
Profitability (%) | 56.25 | 52.5 | 60 | 58.75 | 52.5 | 65 |
Ratio Avg Win / Avg Loss | 0.2939 | 0.8728 | 0.1515 | 0.7189 | 0.3668 | 0.9889 |
Largest Winning Trade | 52419 | 52419 | 30996 | 1938317 | 263699 | 1938317 |
Largest Losing Trade | -598057 | -61084 | -598057 | -1353225 | -1353225 | -980013 |
Avg Bars in Trades | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Winners | 40 | 32 | 47 | 43 | 36 | 48 |
Avg Bars in Losers | 102 | 107 | 95 | 101 | 103 | 100 |
Bars Traded | 5401 | 2729 | 2672 | 5401 | 2729 | 2672 |
Profit Streak | 31.8609 | 48.8609 | 31.8609 | 31.8609 | 48.8609 | 31.8609 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602289 | -579008 | -578913 | -523316 | -579008 | 325439 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 3.41517 } }, "second_band": { "type": "pwma", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 3.41517 } }, "second_band": { "type": "pwma", "factors": { "length": 230, "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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