Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976845.6645 | 1157603.2824 | -180757.6179 | -152459.3204 | -104404.1626 | -48055.1578 |
Total P&L (%) | 976.8457 | 1157.6033 | -180.7576 | -152.4593 | -104.4042 | -48.0552 |
Avg Daily Profit (%) | 0.411 | 0.4871 | -0.0761 | 0 | 0 | -0.0276 |
Buy And Hold Return (%) | 277.6824 | 277.6824 | 277.6824 | 277.6824 | 277.6824 | 277.6824 |
Max Trade Drawdown | -219137 | -101199 | -210778 | -603382 | -496015 | -330930 |
Profit Factor | 2.1159 | 4.0955 | 0.6395 | 0.9179 | 0.8998 | 0.941 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 42 | 18 | 24 | 53 | 30 | 23 |
Losing Trades | 58 | 32 | 26 | 47 | 20 | 27 |
Profitability (%) | 42 | 36 | 48 | 53 | 60 | 46 |
Ratio Avg Win / Avg Loss | 2.922 | 7.2809 | 0.6928 | 0.814 | 0.5999 | 1.1046 |
Largest Winning Trade | 1080499 | 1080499 | 52556 | 145815 | 117115 | 145815 |
Largest Losing Trade | -140225 | -41521 | -140225 | -436897 | -436897 | -169378 |
Avg Bars in Trades | 90 | 86 | 94 | 90 | 86 | 94 |
Avg Bars in Winners | 141 | 151 | 134 | 52 | 45 | 61 |
Avg Bars in Losers | 53 | 50 | 58 | 133 | 148 | 122 |
Bars Traded | 9072 | 4334 | 4738 | 9072 | 4334 | 4738 |
Profit Streak | 0 | 0 | 63.3272 | 13.0772 | 258.3272 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301314 | -169948 | -761051 | -579515 | -758140 | -760722 |
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{ "first_band": { "type": "pwma", "factors": { "length": 64, "offset": 199 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 3.26502 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 64, "offset": 199 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 3.26502 } } }
# | 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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