Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953050.874 | 863020.0931 | 90030.7809 | 4744927.4549 | 6257591.87 | -1512664.4151 |
Total P&L (%) | 953.0509 | 863.0201 | 90.0308 | 4744.9275 | 6257.5919 | -1512.6644 |
Avg Daily Profit (%) | 0.52 | 0.4709 | 0.0491 | 0.212 | 0.2268 | 0 |
Buy And Hold Return (%) | 607.5684 | 607.5684 | 607.5684 | 607.5684 | 607.5684 | 607.5684 |
Max Trade Drawdown | -95171 | -92662 | -63166 | -7210678 | -5115412 | -4296484 |
Profit Factor | 1.8613 | 2.6021 | 1.1586 | 1.1225 | 1.3322 | 0.924 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Losing Trades | 184 | 91 | 93 | 184 | 91 | 93 |
Profitability (%) | 44.0729 | 44.8485 | 43.2927 | 44.0729 | 44.8485 | 43.2927 |
Ratio Avg Win / Avg Loss | 2.362 | 3.1998 | 1.5176 | 1.4244 | 1.6383 | 1.2103 |
Largest Winning Trade | 259680 | 259680 | 62023 | 4298178 | 4298178 | 1499778 |
Largest Losing Trade | -49034 | -19513 | -49034 | -1525214 | -1382184 | -1525214 |
Avg Bars in Trades | 65 | 66 | 65 | 65 | 66 | 65 |
Avg Bars in Winners | 95 | 88 | 102 | 95 | 88 | 102 |
Avg Bars in Losers | 42 | 49 | 36 | 42 | 49 | 36 |
Bars Traded | 21712 | 11047 | 10665 | 21712 | 11047 | 10665 |
Profit Streak | 25.906 | 28.7393 | 0 | 25.906 | 28.7393 | 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 | 161947 | -20810 | -340384 | -77713 | 306174 | -581416 |
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{ "first_band": { "type": "pwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 2.67714 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 2.67714 } } }
# | 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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