Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442900.6818 | 405240.1867 | 37660.4951 | 182463.2432 | 687938.7963 | -505475.5532 |
Total P&L (%) | 442.9007 | 405.2402 | 37.6605 | 182.4632 | 687.9388 | -505.4756 |
Avg Daily Profit (%) | 0.2344 | 0.2145 | 0.0199 | 0.055 | 0.1093 | 0 |
Buy And Hold Return (%) | 16.2268 | 16.2268 | 16.2268 | 16.2268 | 16.2268 | 16.2268 |
Max Trade Drawdown | -153188 | -94786 | -112074 | -1004497 | -535557 | -902603 |
Profit Factor | 1.2433 | 1.4602 | 1.0401 | 1.0253 | 1.1999 | 0.8658 |
Total Trades | 715 | 357 | 358 | 715 | 357 | 358 |
Winning Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Losing Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Profitability (%) | 41.3986 | 41.4566 | 41.3408 | 41.3986 | 41.4566 | 41.3408 |
Ratio Avg Win / Avg Loss | 1.76 | 2.062 | 1.4758 | 1.4514 | 1.6945 | 1.2285 |
Largest Winning Trade | 148834 | 148834 | 38065 | 382050 | 382050 | 206129 |
Largest Losing Trade | -27031 | -24951 | -27031 | -125906 | -125906 | -109006 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 22507 | 10857 | 11650 | 22507 | 10857 | 11650 |
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 | 329547 | 284661 | -349457 | -311790 | -48154 | -581162 |
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{ "first_band": { "type": "wma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 1.31696 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 1.31696 } } }
# | 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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