Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652141.2423 | 483534.7794 | 168606.4629 | 1615691.1722 | 690074.3282 | 925616.8439 |
Total P&L (%) | 652.1412 | 483.5348 | 168.6065 | 1615.6912 | 690.0743 | 925.6168 |
Avg Daily Profit (%) | 0.2609 | 0.1934 | 0.0674 | 0.1138 | 0.0827 | 0.0932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139953 | -90710 | -85953 | -2458804 | -1084835 | -1570982 |
Profit Factor | 1.5062 | 1.7174 | 1.2745 | 1.1238 | 1.0989 | 1.1523 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 171 | 87 | 84 | 171 | 87 | 84 |
Profitability (%) | 48.8024 | 47.9042 | 49.7006 | 48.8024 | 47.9042 | 49.7006 |
Ratio Avg Win / Avg Loss | 1.5801 | 1.8677 | 1.2898 | 1.1789 | 1.1951 | 1.1662 |
Largest Winning Trade | 211420 | 211420 | 50772 | 961058 | 961058 | 381303 |
Largest Losing Trade | -38848 | -22523 | -38848 | -974476 | -435863 | -974476 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 9823 | 4973 | 4850 | 9823 | 4973 | 4850 |
Profit Streak | 0 | 0 | 80.1497 | 0 | 0 | 80.1497 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452580 | 381665 | -101051 | -123518 | -194034 | -119271 |
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{ "first_band": { "type": "pwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 219, "offset": 0, "multiplier": 2.54744 } } }
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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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