Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384124.4804 | 206301.3142 | 177823.1662 | 557065.8459 | 415826.2436 | 141239.6023 |
Total P&L (%) | 384.1245 | 206.3013 | 177.8232 | 557.0658 | 415.8262 | 141.2396 |
Avg Daily Profit (%) | 0.2409 | 0.1294 | 0.1115 | 0.1181 | 0.1029 | 0.0552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74517 | -92745 | -62151 | -1316183 | -1253118 | -803404 |
Profit Factor | 1.502 | 1.4879 | 1.5194 | 1.1046 | 1.1482 | 1.0561 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 48.366 | 46.7532 | 50 | 48.366 | 46.7532 | 50 |
Ratio Avg Win / Avg Loss | 1.6035 | 1.6945 | 1.5194 | 1.1793 | 1.3077 | 1.0561 |
Largest Winning Trade | 62026 | 62026 | 46570 | 394980 | 392311 | 394980 |
Largest Losing Trade | -32264 | -29334 | -32264 | -420666 | -267688 | -420666 |
Avg Bars in Trades | 19 | 13 | 24 | 19 | 13 | 24 |
Avg Bars in Winners | 27 | 15 | 38 | 27 | 15 | 38 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 2907 | 1025 | 1882 | 2907 | 1025 | 1882 |
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 | 390389 | -60895 | -90753 | -139869 | -156006 | -327167 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 1.48906 } }, "second_band": { "type": "fwma", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 1.48906 } }, "second_band": { "type": "fwma", "factors": { "length": 242, "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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