Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491613.8838 | 267143.3021 | 224470.5817 | -482243.8613 | -56246.2107 | -425997.6505 |
Total P&L (%) | 491.6139 | 267.1433 | 224.4706 | -482.2439 | -56.2462 | -425.9977 |
Avg Daily Profit (%) | 0.2586 | 0.1405 | 0.1181 | 0 | -0.0435 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106131 | -75085 | -106131 | -673752 | -191831 | -505201 |
Profit Factor | 1.8636 | 1.95 | 1.7792 | 0.563 | 0.8651 | 0.3795 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 72 | 33 | 39 | 40 | 22 | 18 |
Losing Trades | 37 | 21 | 16 | 69 | 32 | 37 |
Profitability (%) | 66.055 | 61.1111 | 70.9091 | 36.6972 | 40.7407 | 32.7273 |
Ratio Avg Win / Avg Loss | 0.9577 | 1.2409 | 0.7299 | 0.9712 | 1.2584 | 0.7801 |
Largest Winning Trade | 63023 | 63023 | 54887 | 86608 | 86608 | 52192 |
Largest Losing Trade | -106131 | -54605 | -106131 | -278097 | -49704 | -278097 |
Avg Bars in Trades | 49 | 54 | 44 | 49 | 54 | 44 |
Avg Bars in Winners | 36 | 41 | 32 | 66 | 71 | 60 |
Avg Bars in Losers | 74 | 75 | 71 | 39 | 43 | 36 |
Bars Traded | 5385 | 2951 | 2434 | 5385 | 2951 | 2434 |
Profit Streak | 0 | 38.8353 | 0 | 22.1686 | 0 | 60.5019 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405065 | -180945 | -212141 | -585112 | -762767 | -766851 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 2.09787 } }, "second_band": { "type": "pwma", "factors": { "length": 147, "offset": 0 } } }
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# | 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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