Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675472.3026 | 668316.3725 | 7155.9301 | 193104.6913 | 892371.8406 | -699267.1493 |
Total P&L (%) | 675.4723 | 668.3164 | 7.1559 | 193.1047 | 892.3718 | -699.2671 |
Avg Daily Profit (%) | 0.2989 | 0.2958 | 0.0032 | 0.0476 | 0.1016 | 0 |
Buy And Hold Return (%) | 131.0169 | 131.0169 | 131.0169 | 131.0169 | 131.0169 | 131.0169 |
Max Trade Drawdown | -181688 | -61737 | -254503 | -1047429 | -253662 | -1212216 |
Profit Factor | 1.6586 | 2.5661 | 1.012 | 1.0646 | 1.8727 | 0.6446 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 44.6154 | 43.0769 | 46.1538 | 44.6154 | 43.0769 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.059 | 3.3909 | 1.1806 | 1.3216 | 2.4746 | 0.752 |
Largest Winning Trade | 270809 | 270809 | 62359 | 352210 | 317876 | 352210 |
Largest Losing Trade | -70068 | -28312 | -70068 | -456032 | -188338 | -456032 |
Avg Bars in Trades | 102 | 90 | 114 | 102 | 90 | 114 |
Avg Bars in Winners | 156 | 131 | 178 | 156 | 131 | 178 |
Avg Bars in Losers | 59 | 59 | 59 | 59 | 59 | 59 |
Bars Traded | 13371 | 5904 | 7467 | 13371 | 5904 | 7467 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325650 | -122167 | -695197 | -298913 | -188118 | -714231 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 4.59299 } }, "second_band": { "type": "fwma", "factors": { "length": 24, "offset": 0 } } }
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# | 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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