Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298885.3255 | 262977.1159 | 35908.2096 | -315237.6712 | -117066.8081 | -198170.863 |
Total P&L (%) | 298.8853 | 262.9771 | 35.9082 | -315.2377 | -117.0668 | -198.1709 |
Avg Daily Profit (%) | 0.1607 | 0.1414 | 0.0193 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296495 | -109566 | -241756 | -461161 | -316779 | -235477 |
Profit Factor | 1.2803 | 1.6528 | 1.0541 | 0.7596 | 0.7841 | 0.7424 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 97 | 51 | 46 | 77 | 40 | 37 |
Losing Trades | 64 | 29 | 35 | 84 | 40 | 44 |
Profitability (%) | 60.2484 | 63.75 | 56.7901 | 47.8261 | 50 | 45.679 |
Ratio Avg Win / Avg Loss | 0.8447 | 0.9399 | 0.8021 | 0.8287 | 0.7841 | 0.8828 |
Largest Winning Trade | 64833 | 64833 | 40951 | 55151 | 51614 | 55151 |
Largest Losing Trade | -142240 | -40572 | -142240 | -152917 | -69511 | -152917 |
Avg Bars in Trades | 33 | 25 | 41 | 33 | 25 | 41 |
Avg Bars in Winners | 23 | 15 | 33 | 30 | 22 | 38 |
Avg Bars in Losers | 48 | 42 | 52 | 36 | 28 | 43 |
Bars Traded | 5378 | 2027 | 3351 | 5378 | 2027 | 3351 |
Profit Streak | 52.1101 | 109.1101 | 52.1101 | 0 | 0 | 0 |
Trades During Streak | 8 | 6 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337662 | -19593 | -341908 | -580779 | -599958 | -594416 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 3.08895 } }, "second_band": { "type": "wma", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 3.08895 } }, "second_band": { "type": "wma", "factors": { "length": 132, "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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