Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309488.3306 | 252774.3685 | 56713.962 | 11108.6617 | 343783.0117 | -332674.35 |
Total P&L (%) | 309.4883 | 252.7744 | 56.714 | 11.1087 | 343.783 | -332.6744 |
Avg Daily Profit (%) | 0.1664 | 0.1359 | 0.0305 | 0.0057 | 0.0801 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178170 | -135138 | -130914 | -716844 | -492075 | -555898 |
Profit Factor | 1.383 | 1.5465 | 1.1642 | 1.0066 | 1.397 | 0.5966 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 49.5868 | 49.1803 | 50 | 49.5868 | 49.1803 | 50 |
Ratio Avg Win / Avg Loss | 1.4061 | 1.598 | 1.1642 | 1.0233 | 1.4435 | 0.5966 |
Largest Winning Trade | 90904 | 90904 | 40570 | 304118 | 304118 | 62753 |
Largest Losing Trade | -59750 | -49186 | -59750 | -284972 | -284972 | -189329 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 36 | 38 | 35 | 36 | 38 | 35 |
Avg Bars in Losers | 22 | 23 | 20 | 22 | 23 | 20 |
Bars Traded | 3563 | 1883 | 1680 | 3563 | 1883 | 1680 |
Profit Streak | 0 | 0 | 45.1612 | 0 | 0 | 45.1612 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301079 | -170904 | -361314 | -529402 | -247263 | -749124 |
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{ "first_band": { "type": "pwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 2.78284 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 2.78284 } } }
# | 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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