Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607946.6572 | 493265.0244 | 114681.6328 | 824877.4635 | 405741.9981 | 419135.4654 |
Total P&L (%) | 607.9467 | 493.265 | 114.6816 | 824.8775 | 405.742 | 419.1355 |
Avg Daily Profit (%) | 0.3433 | 0.2785 | 0.0648 | 0.1257 | 0.0916 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123105 | -103582 | -89877 | -582083 | -348777 | -367960 |
Profit Factor | 2.1486 | 2.9344 | 1.4181 | 1.3592 | 1.3541 | 1.3644 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.5644 | 3.7169 | 1.5953 | 1.6223 | 1.7152 | 1.5349 |
Largest Winning Trade | 182529 | 182529 | 63771 | 566254 | 321877 | 566254 |
Largest Losing Trade | -46289 | -27192 | -46289 | -279916 | -272651 | -279916 |
Avg Bars in Trades | 50 | 49 | 50 | 50 | 49 | 50 |
Avg Bars in Winners | 80 | 78 | 81 | 80 | 78 | 81 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 3412 | 1691 | 1721 | 3412 | 1691 | 1721 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102144 | 417269 | -105710 | -138745 | -71500 | -68324 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 2.75999 } }, "second_band": { "type": "fwma", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 2.75999 } }, "second_band": { "type": "fwma", "factors": { "length": 97, "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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