Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563116.4143 | 491414.344 | 71702.0703 | 845920.6264 | 1061724.8993 | -215804.2729 |
Total P&L (%) | 563.1164 | 491.4143 | 71.7021 | 845.9206 | 1061.7249 | -215.8043 |
Avg Daily Profit (%) | 0.2252 | 0.1965 | 0.0287 | 0.0899 | 0.0981 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117007 | -51942 | -142481 | -1536266 | -595058 | -1170473 |
Profit Factor | 1.8484 | 2.956 | 1.1738 | 1.1637 | 1.4669 | 0.9254 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 51.1905 | 59.5238 | 42.8571 | 51.1905 | 59.5238 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.7624 | 2.0101 | 1.5651 | 1.1095 | 0.9975 | 1.2339 |
Largest Winning Trade | 124812 | 124812 | 67705 | 529264 | 529264 | 321853 |
Largest Losing Trade | -50757 | -32973 | -50757 | -480564 | -322397 | -480564 |
Avg Bars in Trades | 58 | 35 | 80 | 58 | 35 | 80 |
Avg Bars in Winners | 82 | 44 | 135 | 82 | 44 | 135 |
Avg Bars in Losers | 32 | 22 | 39 | 32 | 22 | 39 |
Bars Traded | 4873 | 1499 | 3374 | 4873 | 1499 | 3374 |
Profit Streak | 44.9899 | 218.9899 | 0 | 44.9899 | 218.9899 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457027 | 571388 | -185518 | -112089 | -59480 | -581845 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 47, "offset": 0, "multiplier": 3.36674 } }, "second_band": { "type": "fwma", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 47, "offset": 0, "multiplier": 3.36674 } }, "second_band": { "type": "fwma", "factors": { "length": 17, "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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