Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378332.3839 | 265067.8422 | 113264.5417 | 169774.1368 | 270036.3447 | -100262.2079 |
Total P&L (%) | 378.3324 | 265.0678 | 113.2645 | 169.7741 | 270.0363 | -100.2622 |
Avg Daily Profit (%) | 0.2795 | 0.1958 | 0.0837 | 0.0733 | 0.0967 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169491 | -108841 | -91326 | -2262619 | -1362549 | -1245329 |
Profit Factor | 1.6919 | 2.0189 | 1.3952 | 1.0394 | 1.1367 | 0.957 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 56.0241 | 53.012 | 59.0361 | 56.0241 | 53.012 | 59.0361 |
Ratio Avg Win / Avg Loss | 1.3281 | 1.7895 | 0.9681 | 0.8159 | 1.0075 | 0.6641 |
Largest Winning Trade | 249010 | 249010 | 49300 | 1039822 | 1039822 | 343082 |
Largest Losing Trade | -60938 | -29985 | -60938 | -656405 | -454284 | -656405 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 39 | 30 | 47 | 39 | 30 | 47 |
Avg Bars in Losers | 19 | 24 | 12 | 19 | 24 | 12 |
Bars Traded | 5044 | 2293 | 2751 | 5044 | 2293 | 2751 |
Profit Streak | 0 | 25.8107 | 0 | 0 | 25.8107 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433652 | 478819 | -81113 | -272207 | -132121 | -579660 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 197, "na": 0.39402, "nb": 0.45463, "nc": 0.50323 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 3.37033 } } }
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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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