Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -508258.4168 | 148954.7517 | -657213.1685 | 10167870.653 | -1136858.2132 | 11304728.8662 |
Total P&L (%) | -508.2584 | 148.9548 | -657.2132 | 10167.8707 | -1136.8582 | 11304.7289 |
Avg Daily Profit (%) | -0.21 | 0.0616 | -0.2716 | 0.1916 | 0 | 0.1959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -893371 | -40696 | -944360 | -3610766 | -3572441 | -1551131 |
Profit Factor | 0.6032 | 1.6405 | 0.3731 | 1.8045 | 0.8901 | 5.9242 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 64.1791 | 61.7647 | 66.6667 | 64.1791 | 61.7647 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.3367 | 1.0155 | 0.1865 | 1.0072 | 0.551 | 2.9621 |
Largest Winning Trade | 90615 | 90615 | 55030 | 2362651 | 2362651 | 1883874 |
Largest Losing Trade | -751039 | -63452 | -751039 | -2472002 | -2472002 | -958317 |
Avg Bars in Trades | 67 | 74 | 61 | 67 | 74 | 61 |
Avg Bars in Winners | 46 | 46 | 45 | 48 | 39 | 57 |
Avg Bars in Losers | 106 | 119 | 91 | 101 | 130 | 67 |
Bars Traded | 4541 | 2527 | 2014 | 4541 | 2527 | 2014 |
Profit Streak | 46.4702 | 46.4702 | 244.9702 | 46.4702 | 46.4702 | 244.9702 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698951 | -106675 | -577288 | -107895 | -578712 | 718729 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 2.96299 } }, "second_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 2.96299 } }, "second_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } } }
# | 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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