Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454586.6166 | 389885.6529 | 64700.9637 | 653208.0102 | 2094717.7038 | -1441509.6935 |
Total P&L (%) | 454.5866 | 389.8857 | 64.701 | 653.208 | 2094.7177 | -1441.5097 |
Avg Daily Profit (%) | 0.1817 | 0.1559 | 0.0259 | 0.0808 | 0.1235 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182130 | -139757 | -132687 | -6624657 | -4383927 | -2696276 |
Profit Factor | 1.5267 | 2.0283 | 1.1337 | 1.0404 | 1.2847 | 0.8365 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Losing Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Profitability (%) | 44.2308 | 48.7179 | 39.7436 | 44.2308 | 48.7179 | 39.7436 |
Ratio Avg Win / Avg Loss | 1.925 | 2.1351 | 1.7188 | 1.3118 | 1.3523 | 1.2683 |
Largest Winning Trade | 84420 | 84420 | 67320 | 2150018 | 2150018 | 1969678 |
Largest Losing Trade | -25996 | -23051 | -25996 | -1362237 | -771085 | -1362237 |
Avg Bars in Trades | 93 | 71 | 115 | 93 | 71 | 115 |
Avg Bars in Winners | 142 | 91 | 204 | 142 | 91 | 204 |
Avg Bars in Losers | 54 | 52 | 56 | 54 | 52 | 56 |
Bars Traded | 14595 | 5610 | 8985 | 14595 | 5610 | 8985 |
Profit Streak | 40.5506 | 42.5506 | 0 | 40.5506 | 42.5506 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330039 | -23306 | -269460 | -261706 | -62073 | -617558 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 4.76556 } }, "second_band": { "type": "fwma", "factors": { "length": 184, "offset": 0 } } }
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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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