Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464346.7425 | 296236.8332 | 168109.9093 | 750403.8502 | 437403.8255 | 313000.0248 |
Total P&L (%) | 464.3467 | 296.2368 | 168.1099 | 750.4039 | 437.4038 | 313 |
Avg Daily Profit (%) | 0.1952 | 0.1245 | 0.0707 | 0.09 | 0.0707 | 0.0596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149097 | -108271 | -78994 | -498011 | -436332 | -374959 |
Profit Factor | 1.4843 | 1.6379 | 1.34 | 1.226 | 1.2813 | 1.1772 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 48.0392 | 45.098 | 50.9804 | 48.0392 | 45.098 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.6055 | 1.994 | 1.2885 | 1.326 | 1.5599 | 1.132 |
Largest Winning Trade | 86306 | 86306 | 46861 | 405512 | 405512 | 199632 |
Largest Losing Trade | -27400 | -26519 | -27400 | -244109 | -186054 | -244109 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 4549 | 1973 | 2576 | 4549 | 1973 | 2576 |
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 | 377452 | -25551 | -98116 | -72127 | -99337 | -138729 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 2.8244 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.18612 } } }
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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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