Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135588.0712 | 69653.1483 | 65934.9229 | 230248.6822 | 102624.7828 | 127623.8994 |
Total P&L (%) | 135.5881 | 69.6531 | 65.9349 | 230.2487 | 102.6248 | 127.6239 |
Avg Daily Profit (%) | 0.2953 | 0.1517 | 0.1436 | 0.2606 | 0.1539 | 0.1793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43420 | -29294 | -26218 | -47602 | -28268 | -31257 |
Profit Factor | 1.3753 | 1.4186 | 1.3383 | 1.4976 | 1.4785 | 1.514 |
Total Trades | 516 | 258 | 258 | 516 | 258 | 258 |
Winning Trades | 344 | 178 | 166 | 344 | 178 | 166 |
Losing Trades | 172 | 80 | 92 | 172 | 80 | 92 |
Profitability (%) | 66.6667 | 68.9922 | 64.3411 | 66.6667 | 68.9922 | 64.3411 |
Ratio Avg Win / Avg Loss | 0.6876 | 0.6376 | 0.7417 | 0.7488 | 0.6645 | 0.8391 |
Largest Winning Trade | 19232 | 8983 | 19232 | 39902 | 21756 | 39902 |
Largest Losing Trade | -12411 | -10882 | -12411 | -31257 | -13008 | -31257 |
Avg Bars in Trades | 20 | 17 | 24 | 20 | 17 | 24 |
Avg Bars in Winners | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Losers | 34 | 27 | 40 | 34 | 27 | 40 |
Bars Traded | 10765 | 4543 | 6222 | 10765 | 4543 | 6222 |
Profit Streak | 600.9554 | 0 | 604.6221 | 600.9554 | 0 | 604.6221 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441588 | 327465 | 7100 | 457787 | 342163 | 370581 |
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{ "first_band": { "type": "fwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 1.86044 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 1.86044 } } }
# | 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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