Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763820.4033 | 747563.3104 | 16257.093 | 43387.0942 | 322584.7766 | -279197.6823 |
Total P&L (%) | 763.8204 | 747.5633 | 16.2571 | 43.3871 | 322.5848 | -279.1977 |
Avg Daily Profit (%) | 0.4005 | 0.392 | 0.0085 | 0.0189 | 0.0756 | 0 |
Buy And Hold Return (%) | 29.0298 | 29.0298 | 29.0298 | 29.0298 | 29.0298 | 29.0298 |
Max Trade Drawdown | -201021 | -138734 | -101775 | -1166895 | -648783 | -606501 |
Profit Factor | 2.3319 | 3.3213 | 1.0647 | 1.0258 | 1.3654 | 0.6498 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 45.1613 | 45.1613 | 45.1613 | 45.1613 | 45.1613 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.8316 | 4.033 | 1.2928 | 1.2456 | 1.6579 | 0.789 |
Largest Winning Trade | 759457 | 759457 | 36616 | 879481 | 879481 | 214726 |
Largest Losing Trade | -66660 | -41535 | -66660 | -542250 | -396559 | -542250 |
Avg Bars in Trades | 55 | 63 | 47 | 55 | 63 | 47 |
Avg Bars in Winners | 63 | 67 | 60 | 63 | 67 | 60 |
Avg Bars in Losers | 48 | 61 | 36 | 48 | 61 | 36 |
Bars Traded | 3451 | 1981 | 1470 | 3451 | 1981 | 1470 |
Profit Streak | 319.8797 | 320.3797 | 319.8797 | 319.8797 | 320.3797 | 319.8797 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144781 | 556295 | -497194 | -530615 | -90982 | -581354 |
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{ "first_band": { "type": "wma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 243, "offset": 0, "multiplier": 3.29811 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 243, "offset": 0, "multiplier": 3.29811 } } }
# | 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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