Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131932.4315 | 66150.1451 | 65782.2864 | 236326.3147 | 80084.4232 | 156241.8914 |
Total P&L (%) | 131.9324 | 66.1501 | 65.7823 | 236.3263 | 80.0844 | 156.2419 |
Avg Daily Profit (%) | 0.2874 | 0.1441 | 0.1433 | 0.2646 | 0.1282 | 0.2052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22892 | -19430 | -19832 | -80993 | -80167 | -27869 |
Profit Factor | 2.0407 | 2.0564 | 2.0253 | 1.947 | 1.5587 | 2.4709 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 71.5385 | 72.3077 | 70.7692 | 71.5385 | 72.3077 | 70.7692 |
Ratio Avg Win / Avg Loss | 0.8119 | 0.7876 | 0.8365 | 0.7746 | 0.597 | 1.0206 |
Largest Winning Trade | 11625 | 6909 | 11625 | 43463 | 19116 | 43463 |
Largest Losing Trade | -17380 | -15719 | -17380 | -64680 | -64680 | -27869 |
Avg Bars in Trades | 82 | 76 | 87 | 82 | 76 | 87 |
Avg Bars in Winners | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Losers | 126 | 119 | 132 | 126 | 119 | 132 |
Bars Traded | 10697 | 4986 | 5711 | 10697 | 4986 | 5711 |
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 | 426265 | -129361 | -130713 | 412729 | -151401 | -118489 |
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{ "first_band": { "type": "fwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 46, "offset": 0, "multiplier": 4.505 } } }
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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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