Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342019.0608 | 282325.5432 | 59693.5176 | 219748.0109 | 854581.5852 | -634833.5744 |
Total P&L (%) | 342.0191 | 282.3255 | 59.6935 | 219.748 | 854.5816 | -634.8336 |
Avg Daily Profit (%) | 0.1556 | 0.1284 | 0.0272 | 0.0529 | 0.1027 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202298 | -163701 | -98658 | -1834942 | -955934 | -1222321 |
Profit Factor | 1.3967 | 1.6932 | 1.1312 | 1.0424 | 1.3997 | 0.7911 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 46.0829 | 47.7064 | 44.4444 | 46.0829 | 47.7064 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.6341 | 1.856 | 1.414 | 1.2197 | 1.5343 | 0.9889 |
Largest Winning Trade | 118368 | 118368 | 43929 | 709760 | 709760 | 271781 |
Largest Losing Trade | -34299 | -23089 | -34299 | -372918 | -259542 | -372918 |
Avg Bars in Trades | 29 | 27 | 32 | 29 | 27 | 32 |
Avg Bars in Winners | 43 | 35 | 52 | 43 | 35 | 52 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 6453 | 2975 | 3478 | 6453 | 2975 | 3478 |
Profit Streak | 0 | 0 | 48.0607 | 0 | 0 | 48.0607 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321020 | -19267 | -235348 | -296250 | -54577 | -582644 |
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{ "first_band": { "type": "pwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 1.13403 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 1.13403 } } }
# | 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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