Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628653.7295 | 413165.55 | 215488.1795 | 3292476.2779 | 1061717.4212 | 2230758.8567 |
Total P&L (%) | 628.6537 | 413.1656 | 215.4882 | 3292.4763 | 1061.7174 | 2230.7589 |
Avg Daily Profit (%) | 0.3304 | 0.2172 | 0.1133 | 0.1854 | 0.129 | 0.1656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77265 | -47272 | -130358 | -1886454 | -2304891 | -1079188 |
Profit Factor | 2.2538 | 2.8243 | 1.7838 | 1.5124 | 1.2947 | 1.7902 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 51.3514 | 54.0541 | 48.6486 | 51.3514 | 54.0541 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.1352 | 2.4007 | 1.8829 | 1.4328 | 1.1005 | 1.8897 |
Largest Winning Trade | 88028 | 88028 | 66093 | 1595092 | 1595092 | 1276923 |
Largest Losing Trade | -54859 | -31191 | -54859 | -1646557 | -1646557 | -994167 |
Avg Bars in Trades | 48 | 27 | 70 | 48 | 27 | 70 |
Avg Bars in Winners | 69 | 35 | 106 | 69 | 35 | 106 |
Avg Bars in Losers | 27 | 17 | 35 | 27 | 17 | 35 |
Bars Traded | 3599 | 1000 | 2599 | 3599 | 1000 | 2599 |
Profit Streak | 0 | 0 | 572.3837 | 0 | 0 | 572.3837 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55159 | 502835 | -37963 | -59307 | -19539 | 416816 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 4.28472 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.13655, "nb": 0.1, "nc": 0.1 } } }
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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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