Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115212.5265 | 189028.4786 | -73815.9521 | -27980.9032 | 998585.4587 | -1026566.3619 |
Total P&L (%) | 115.2125 | 189.0285 | -73.816 | -27.9809 | 998.5855 | -1026.5664 |
Avg Daily Profit (%) | 0.1316 | 0.216 | -0.0843 | -0.0375 | 0.2742 | 0 |
Buy And Hold Return (%) | 232.8396 | 232.8396 | 232.8396 | 232.8396 | 232.8396 | 232.8396 |
Max Trade Drawdown | -238392 | -108234 | -203734 | -1142766 | -476385 | -1308182 |
Profit Factor | 1.099 | 1.3955 | 0.8923 | 0.9941 | 1.523 | 0.6376 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 202 | 108 | 94 | 202 | 108 | 94 |
Losing Trades | 172 | 79 | 93 | 172 | 79 | 93 |
Profitability (%) | 54.0107 | 57.754 | 50.2674 | 54.0107 | 57.754 | 50.2674 |
Ratio Avg Win / Avg Loss | 0.9358 | 1.0208 | 0.8828 | 0.8465 | 1.114 | 0.6308 |
Largest Winning Trade | 25425 | 20468 | 25425 | 184829 | 184829 | 106297 |
Largest Losing Trade | -50930 | -17405 | -50930 | -290681 | -129225 | -290681 |
Avg Bars in Trades | 13 | 10 | 16 | 13 | 10 | 16 |
Avg Bars in Winners | 13 | 10 | 17 | 13 | 10 | 17 |
Avg Bars in Losers | 13 | 12 | 15 | 13 | 12 | 15 |
Bars Traded | 5078 | 2047 | 3030 | 5078 | 2047 | 3030 |
Profit Streak | 0 | 0 | 9.2174 | 0 | 0 | 9.2174 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -293569 | -155645 | -578929 | -578025 | 354947 | -578929 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 195, "offset": 0, "multiplier": 2.7282 } }, "second_band": { "type": "pwma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 195, "offset": 0, "multiplier": 2.7282 } }, "second_band": { "type": "pwma", "factors": { "length": 22, "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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