Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299667.2728 | 481138.2582 | -181470.9854 | -98201.7223 | -91.1339 | -98110.5885 |
Total P&L (%) | 299.6673 | 481.1383 | -181.471 | -98.2017 | -0.0911 | -98.1106 |
Avg Daily Profit (%) | 0.1595 | 0.2561 | -0.0966 | -0.2137 | 0 | -0.211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291822 | -136335 | -275126 | -162088 | -71326 | -121935 |
Profit Factor | 1.151 | 1.4682 | 0.8104 | 0.7671 | 0.9996 | 0.5134 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 159 | 78 | 81 | 159 | 78 | 81 |
Losing Trades | 193 | 98 | 95 | 193 | 98 | 95 |
Profitability (%) | 45.1705 | 44.3182 | 46.0227 | 45.1705 | 44.3182 | 46.0227 |
Ratio Avg Win / Avg Loss | 1.3971 | 1.8446 | 0.9505 | 0.9311 | 1.2559 | 0.6021 |
Largest Winning Trade | 335639 | 335639 | 47183 | 55587 | 55587 | 28299 |
Largest Losing Trade | -45120 | -45120 | -44041 | -46681 | -45120 | -46681 |
Avg Bars in Trades | 31 | 33 | 28 | 31 | 33 | 28 |
Avg Bars in Winners | 41 | 44 | 39 | 41 | 44 | 39 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 11012 | 5973 | 5039 | 11012 | 5973 | 5039 |
Profit Streak | 18.4237 | 0 | 23.5904 | 18.4237 | 0 | 23.5904 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46659 | 305275 | -581135 | -580253 | -580954 | -581135 |
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{ "first_band": { "type": "pwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 3.21096 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 3.21096 } } }
# | 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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