Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1700357.4135 | 1689819.1286 | 10538.2849 | 573331.9046 | 1376310.7121 | -802978.8075 |
Total P&L (%) | 1700.3574 | 1689.8191 | 10.5383 | 573.3319 | 1376.3107 | -802.9788 |
Avg Daily Profit (%) | 0.7541 | 0.7494 | 0.0047 | 0.0846 | 0.1195 | 0 |
Buy And Hold Return (%) | 336.4486 | 336.4486 | 336.4486 | 336.4486 | 336.4486 | 336.4486 |
Max Trade Drawdown | -109607 | -83638 | -146587 | -1868329 | -1279687 | -1137137 |
Profit Factor | 2.7363 | 4.5667 | 1.0208 | 1.0578 | 1.2748 | 0.8364 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
Profitability (%) | 40.2116 | 33.6842 | 46.8085 | 40.2116 | 33.6842 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.0684 | 8.9907 | 1.1601 | 1.5728 | 2.5098 | 0.9505 |
Largest Winning Trade | 1515780 | 1515780 | 50359 | 2237253 | 2237253 | 571504 |
Largest Losing Trade | -34676 | -31779 | -34676 | -447640 | -447640 | -391058 |
Avg Bars in Trades | 69 | 65 | 74 | 69 | 65 | 74 |
Avg Bars in Winners | 113 | 113 | 112 | 113 | 113 | 112 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 13175 | 6219 | 6956 | 13175 | 6219 | 6956 |
Profit Streak | 0 | 0 | 12.5316 | 0 | 0 | 12.5316 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499692 | 440887 | -550877 | -247078 | -40849 | -581707 |
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{ "first_band": { "type": "pwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 2.05 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 2.05 } } }
# | 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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