Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640202.0805 | 480486.2547 | 159715.8258 | 410641.7736 | -21218.3757 | 431860.1493 |
Total P&L (%) | 640.2021 | 480.4863 | 159.7158 | 410.6418 | -21.2184 | 431.8601 |
Avg Daily Profit (%) | 0.4322 | 0.3244 | 0.1078 | 0.1101 | -0.0161 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143209 | -174551 | -71393 | -927737 | -752127 | -386131 |
Profit Factor | 1.3489 | 1.4889 | 1.1874 | 1.048 | 0.9955 | 1.1111 |
Total Trades | 796 | 398 | 398 | 796 | 398 | 398 |
Winning Trades | 322 | 154 | 168 | 322 | 154 | 168 |
Losing Trades | 474 | 244 | 230 | 474 | 244 | 230 |
Profitability (%) | 40.4523 | 38.6935 | 42.2111 | 40.4523 | 38.6935 | 42.2111 |
Ratio Avg Win / Avg Loss | 1.9857 | 2.3591 | 1.6256 | 1.5427 | 1.5772 | 1.5212 |
Largest Winning Trade | 324454 | 324454 | 32841 | 339264 | 339264 | 249860 |
Largest Losing Trade | -18227 | -18227 | -16252 | -165060 | -165060 | -124614 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 17546 | 8073 | 9473 | 17546 | 8073 | 9473 |
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 | 440601 | 303823 | -63504 | -211881 | -580594 | -140705 |
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{ "first_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 232, "offset": 0, "multiplier": 1.26791 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 232, "offset": 0, "multiplier": 1.26791 } } }
# | 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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