Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537917.7049 | 438646.5151 | 99271.1898 | 619111.1794 | 677444.9874 | -58333.808 |
Total P&L (%) | 537.9177 | 438.6465 | 99.2712 | 619.1112 | 677.445 | -58.3338 |
Avg Daily Profit (%) | 0.2276 | 0.1856 | 0.042 | 0.0835 | 0.0868 | -0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95402 | -67648 | -151212 | -842124 | -532176 | -731950 |
Profit Factor | 1.6315 | 2.1328 | 1.2137 | 1.1285 | 1.3038 | 0.9775 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 41.9355 | 43.5484 | 40.3226 | 41.9355 | 43.5484 | 40.3226 |
Ratio Avg Win / Avg Loss | 2.2589 | 2.7647 | 1.7962 | 1.5625 | 1.6901 | 1.4467 |
Largest Winning Trade | 109627 | 109627 | 66113 | 364022 | 364022 | 322172 |
Largest Losing Trade | -35231 | -35231 | -30715 | -313815 | -230829 | -313815 |
Avg Bars in Trades | 72 | 54 | 90 | 72 | 54 | 90 |
Avg Bars in Winners | 114 | 70 | 161 | 114 | 70 | 161 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 9000 | 3393 | 5607 | 9000 | 3393 | 5607 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307984 | -145412 | -294364 | -161978 | -232405 | -737332 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 4.0564 } }, "second_band": { "type": "fwma", "factors": { "length": 189, "offset": 0 } } }
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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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