Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502418.2322 | 265397.9115 | 237020.3207 | 3053420.2125 | 2190669.0069 | 862751.2056 |
Total P&L (%) | 502.4182 | 265.3979 | 237.0203 | 3053.4202 | 2190.669 | 862.7512 |
Avg Daily Profit (%) | 0.2982 | 0.1575 | 0.1407 | 0.2051 | 0.186 | 0.1345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35309 | -45309 | -27120 | -1183351 | -676641 | -1097343 |
Profit Factor | 2.7546 | 3.1136 | 2.4742 | 1.8093 | 2.268 | 1.4218 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 56.4516 | 61.2903 | 51.6129 | 56.4516 | 61.2903 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.125 | 1.9665 | 2.3195 | 1.3957 | 1.4324 | 1.3329 |
Largest Winning Trade | 87941 | 87941 | 67936 | 914079 | 801272 | 914079 |
Largest Losing Trade | -42046 | -14867 | -42046 | -756360 | -515534 | -756360 |
Avg Bars in Trades | 104 | 70 | 138 | 104 | 70 | 138 |
Avg Bars in Winners | 138 | 78 | 209 | 138 | 78 | 209 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 6472 | 2187 | 4285 | 6472 | 2187 | 4285 |
Profit Streak | 13.0898 | 42.0898 | 0 | 13.0898 | 42.0898 | 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 | -142922 | 546543 | -340 | -146654 | 471567 | -12047 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 89, "offset": 107, "multiplier": 4.72324 } }, "second_band": { "type": "fwma", "factors": { "length": 217, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 89, "offset": 107, "multiplier": 4.72324 } }, "second_band": { "type": "fwma", "factors": { "length": 217, "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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