Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1555800.47 | 1567838.3081 | -12037.8381 | 10491805.118 | 16654567.4344 | -6162762.3164 |
Total P&L (%) | 1555.8005 | 1567.8383 | -12.0378 | 10491.8051 | 16654.5674 | -6162.7623 |
Avg Daily Profit (%) | 0.8318 | 0.8382 | -0.0064 | 0.2496 | 0.2742 | 0 |
Buy And Hold Return (%) | 6756.97 | 6756.97 | 6756.97 | 6756.97 | 6756.97 | 6756.97 |
Max Trade Drawdown | -148855 | -101222 | -122455 | -10524930 | -6133534 | -6437046 |
Profit Factor | 3.0446 | 5.504 | 0.9708 | 1.2595 | 1.9874 | 0.7385 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Losing Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Profitability (%) | 43.7126 | 47.619 | 39.759 | 43.7126 | 47.619 | 39.759 |
Ratio Avg Win / Avg Loss | 3.9204 | 6.0544 | 1.471 | 1.6218 | 2.1862 | 1.1189 |
Largest Winning Trade | 689018 | 689018 | 63883 | 7367304 | 7367304 | 4392663 |
Largest Losing Trade | -51141 | -51141 | -35638 | -2899624 | -2430146 | -2899624 |
Avg Bars in Trades | 64 | 67 | 60 | 64 | 67 | 60 |
Avg Bars in Winners | 98 | 111 | 82 | 98 | 111 | 82 |
Avg Bars in Losers | 37 | 28 | 45 | 37 | 28 | 45 |
Bars Traded | 10693 | 5680 | 5013 | 10693 | 5680 | 5013 |
Profit Streak | 36.2546 | 106.9213 | 0 | 36.2546 | 106.9213 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147795 | -144277 | -583425 | -1488 | 316594 | -583425 |
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{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 2.92384 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 2.92384 } } }
# | 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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