Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131992.0181 | 66108.8766 | 65883.1415 | 222342.4788 | 88908.7938 | 133433.685 |
Total P&L (%) | 131.992 | 66.1089 | 65.8831 | 222.3425 | 88.9088 | 133.4337 |
Avg Daily Profit (%) | 0.2875 | 0.144 | 0.1435 | 0.2553 | 0.1387 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25241 | -16775 | -23859 | -41465 | -40116 | -28275 |
Profit Factor | 1.3075 | 1.3261 | 1.2909 | 1.346 | 1.2756 | 1.4169 |
Total Trades | 788 | 394 | 394 | 788 | 394 | 394 |
Winning Trades | 516 | 271 | 245 | 516 | 271 | 245 |
Losing Trades | 272 | 123 | 149 | 272 | 123 | 149 |
Profitability (%) | 65.4822 | 68.7817 | 62.1827 | 65.4822 | 68.7817 | 62.1827 |
Ratio Avg Win / Avg Loss | 0.6892 | 0.6019 | 0.7851 | 0.7095 | 0.579 | 0.8617 |
Largest Winning Trade | 26738 | 5472 | 26738 | 60382 | 15663 | 60382 |
Largest Losing Trade | -8888 | -8888 | -8820 | -31075 | -31075 | -13207 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 10935 | 4722 | 6213 | 10935 | 4722 | 6213 |
Profit Streak | 585.0339 | 585.0756 | 0 | 585.0339 | 585.0756 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484859 | 55808 | -774 | 483391 | -5631 | 331882 |
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{ "first_band": { "type": "fwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 52, "offset": 0, "multiplier": 1.4133 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 52, "offset": 0, "multiplier": 1.4133 } } }
# | 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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