Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419369.1813 | 492916.5902 | -73547.4089 | -122270.37 | 191334.9547 | -313605.3247 |
Total P&L (%) | 419.3692 | 492.9166 | -73.5474 | -122.2704 | 191.335 | -313.6053 |
Avg Daily Profit (%) | 0.2014 | 0.2367 | -0.0353 | 0 | 0.0514 | 0 |
Buy And Hold Return (%) | 124.1486 | 124.1486 | 124.1486 | 124.1486 | 124.1486 | 124.1486 |
Max Trade Drawdown | -153652 | -89100 | -304089 | -296477 | -94017 | -403164 |
Profit Factor | 1.1305 | 1.3425 | 0.9586 | 0.9396 | 1.2262 | 0.7338 |
Total Trades | 1006 | 503 | 503 | 1006 | 503 | 503 |
Winning Trades | 527 | 267 | 260 | 500 | 260 | 240 |
Losing Trades | 479 | 236 | 243 | 506 | 243 | 263 |
Profitability (%) | 52.3857 | 53.0815 | 51.6899 | 49.7018 | 51.6899 | 47.7137 |
Ratio Avg Win / Avg Loss | 1.0275 | 1.1866 | 0.8959 | 0.9509 | 1.1461 | 0.8041 |
Largest Winning Trade | 47511 | 46182 | 47511 | 35817 | 32163 | 35817 |
Largest Losing Trade | -108895 | -26008 | -108895 | -137028 | -42043 | -137028 |
Avg Bars in Trades | 24 | 22 | 27 | 24 | 22 | 27 |
Avg Bars in Winners | 25 | 21 | 28 | 24 | 21 | 27 |
Avg Bars in Losers | 24 | 22 | 25 | 25 | 23 | 26 |
Bars Traded | 24806 | 11161 | 13645 | 24806 | 11161 | 13645 |
Profit Streak | 0 | 0 | 8.2069 | 3.9569 | 7.4569 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65918 | 316069 | -576652 | -575219 | -130928 | -579316 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 3.48681 } }, "second_band": { "type": "hma", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 3.48681 } }, "second_band": { "type": "hma", "factors": { "length": 107, "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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