Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300264.4329 | 340467.3077 | -40202.8748 | -88094.2066 | 48634.1204 | -136728.327 |
Total P&L (%) | 300.2644 | 340.4673 | -40.2029 | -88.0942 | 48.6341 | -136.7283 |
Avg Daily Profit (%) | 0.1596 | 0.181 | -0.0214 | -0.113 | 0.0211 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139756 | -105242 | -162612 | -477310 | -399983 | -319322 |
Profit Factor | 1.3448 | 1.9719 | 0.9227 | 0.944 | 1.0634 | 0.8302 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 67.2897 | 68.5185 | 66.0377 | 67.2897 | 68.5185 | 66.0377 |
Ratio Avg Win / Avg Loss | 0.6537 | 0.906 | 0.4746 | 0.4589 | 0.4886 | 0.4269 |
Largest Winning Trade | 74650 | 74650 | 38002 | 100744 | 88533 | 100744 |
Largest Losing Trade | -83336 | -50441 | -83336 | -241628 | -241628 | -202651 |
Avg Bars in Trades | 32 | 39 | 25 | 32 | 39 | 25 |
Avg Bars in Winners | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Losers | 62 | 85 | 41 | 62 | 85 | 41 |
Bars Traded | 3490 | 2136 | 1354 | 3490 | 2136 | 1354 |
Profit Streak | 0 | 0 | 71.1964 | 0 | 0 | 71.1964 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305737 | -169228 | -757918 | -578252 | -496327 | -757918 |
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{ "first_band": { "type": "hma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 2.8487 } } }
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# | 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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