Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339220.5289 | 78935.1345 | 260285.3944 | 475786.1062 | 98778.3461 | 377007.7601 |
Total P&L (%) | 339.2205 | 78.9351 | 260.2854 | 475.7861 | 98.7783 | 377.0078 |
Avg Daily Profit (%) | 0.2228 | 0.0518 | 0.171 | 0.115 | 0.0451 | 0.1027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107906 | -93382 | -37732 | -191676 | -178253 | -121532 |
Profit Factor | 1.6808 | 1.2867 | 2.1676 | 1.3808 | 1.1558 | 1.6128 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 51.7544 | 47.3684 | 56.1404 | 51.7544 | 47.3684 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.5669 | 1.4297 | 1.6934 | 1.2872 | 1.2842 | 1.26 |
Largest Winning Trade | 83188 | 83188 | 72679 | 217466 | 169916 | 217466 |
Largest Losing Trade | -37394 | -37394 | -20219 | -88486 | -82691 | -88486 |
Avg Bars in Trades | 51 | 45 | 58 | 51 | 45 | 58 |
Avg Bars in Winners | 61 | 44 | 76 | 61 | 44 | 76 |
Avg Bars in Losers | 41 | 46 | 36 | 41 | 46 | 36 |
Bars Traded | 5920 | 2577 | 3343 | 5920 | 2577 | 3343 |
Profit Streak | 3.8189 | 4.0689 | 0 | 3.8189 | 4.0689 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401138 | -304910 | -167762 | -38691 | -363021 | -233229 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 4.3115 } }, "second_band": { "type": "hma", "factors": { "length": 129, "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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