Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200843.038 | 270067.856 | -69224.818 | -96809.0378 | 112100.7331 | -208909.7709 |
Total P&L (%) | 200.843 | 270.0679 | -69.2248 | -96.809 | 112.1007 | -208.9098 |
Avg Daily Profit (%) | 0.1422 | 0.1912 | -0.049 | -0.2436 | 0.0532 | 0 |
Buy And Hold Return (%) | 28.6345 | 28.6345 | 28.6345 | 28.6345 | 28.6345 | 28.6345 |
Max Trade Drawdown | -241518 | -158143 | -123176 | -204407 | -2809 | -202265 |
Profit Factor | 1.3061 | 1.8515 | 0.7958 | 0.5651 | 16.215 | 0.0295 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 46.3415 | 46.3415 | 46.3415 | 46.3415 | 46.3415 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.5123 | 2.1438 | 0.9214 | 0.6544 | 18.7752 | 0.0341 |
Largest Winning Trade | 148776 | 148776 | 41771 | 87926 | 87926 | 2086 |
Largest Losing Trade | -97458 | -39155 | -97458 | -199681 | -1328 | -199681 |
Avg Bars in Trades | 31 | 39 | 23 | 31 | 39 | 23 |
Avg Bars in Winners | 35 | 37 | 34 | 35 | 37 | 34 |
Avg Bars in Losers | 27 | 40 | 13 | 27 | 40 | 13 |
Bars Traded | 2557 | 1605 | 952 | 2557 | 1605 | 952 |
Profit Streak | 473.8026 | 0 | 494.3026 | 473.8026 | 0 | 494.3026 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11603 | 348208 | -581302 | -590393 | -116691 | -581025 |
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{ "first_band": { "type": "hma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 2.55455 } } }
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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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