Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600648.853 | 482385.862 | 118262.9909 | 280325.7678 | 472396.433 | -192070.6652 |
Total P&L (%) | 600.6489 | 482.3859 | 118.263 | 280.3258 | 472.3964 | -192.0707 |
Avg Daily Profit (%) | 0.3768 | 0.3026 | 0.0742 | 0.0838 | 0.1095 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136912 | -116423 | -90937 | -1616112 | -1355907 | -782046 |
Profit Factor | 1.5475 | 1.7726 | 1.2502 | 1.0463 | 1.1376 | 0.9266 |
Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
Winning Trades | 150 | 68 | 82 | 150 | 68 | 82 |
Losing Trades | 199 | 107 | 92 | 199 | 107 | 92 |
Profitability (%) | 42.9799 | 38.8571 | 47.1264 | 42.9799 | 38.8571 | 47.1264 |
Ratio Avg Win / Avg Loss | 2.053 | 2.7893 | 1.4026 | 1.3881 | 1.7901 | 1.0396 |
Largest Winning Trade | 280592 | 280592 | 49667 | 1213938 | 1213938 | 445057 |
Largest Losing Trade | -29620 | -26830 | -29620 | -406326 | -406326 | -259516 |
Avg Bars in Trades | 53 | 48 | 59 | 53 | 48 | 59 |
Avg Bars in Winners | 78 | 73 | 83 | 78 | 73 | 83 |
Avg Bars in Losers | 35 | 31 | 39 | 35 | 31 | 39 |
Bars Traded | 18835 | 8417 | 10418 | 18835 | 8417 | 10418 |
Profit Streak | 1.7052 | 2.9552 | 0 | 1.7052 | 2.9552 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324523 | 241093 | -94864 | -253824 | -119974 | -579873 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 231, "na": 0.2, "nb": 0.36803, "nc": 0.1 } }, "second_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 2.62002 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 231, "na": 0.2, "nb": 0.36803, "nc": 0.1 } }, "second_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 2.62002 } } }
# | 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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