Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2671104.3091 | 2579072.5184 | 92031.7907 | 765404.0787 | 2481436.1613 | -1716032.0827 |
Total P&L (%) | 2671.1043 | 2579.0725 | 92.0318 | 765.4041 | 2481.4362 | -1716.0321 |
Avg Daily Profit (%) | 1.1546 | 1.1148 | 0.0398 | 0.0933 | 0.1406 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146165 | -97174 | -106368 | -7222471 | -5213262 | -4685216 |
Profit Factor | 3.6414 | 5.8534 | 1.1918 | 1.0242 | 1.142 | 0.879 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 43.3071 | 39.0625 | 47.619 | 43.3071 | 39.0625 | 47.619 |
Ratio Avg Win / Avg Loss | 4.767 | 9.1314 | 1.311 | 1.3407 | 1.7816 | 0.9669 |
Largest Winning Trade | 2379356 | 2379356 | 66163 | 6302528 | 6302528 | 1447032 |
Largest Losing Trade | -46832 | -31772 | -46832 | -2303137 | -2303137 | -2235039 |
Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Winners | 50 | 51 | 50 | 50 | 51 | 50 |
Avg Bars in Losers | 23 | 21 | 24 | 23 | 21 | 24 |
Bars Traded | 4434 | 2130 | 2304 | 4434 | 2130 | 2304 |
Profit Streak | 21.6768 | 23.6768 | 21.6768 | 21.6768 | 23.6768 | 21.6768 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 701041 | -120818 | -296376 | -262685 | -210768 | -727834 |
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{ "first_band": { "type": "pwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 1.67624 } } }
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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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