Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603732.0229 | 540836.267 | 62895.7558 | 81587.2256 | 218360.5013 | -136773.2757 |
Total P&L (%) | 603.732 | 540.8363 | 62.8958 | 81.5872 | 218.3605 | -136.7733 |
Avg Daily Profit (%) | 0.3269 | 0.2928 | 0.0341 | 0.0323 | 0.0627 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124520 | -137394 | -62713 | -401366 | -248996 | -236536 |
Profit Factor | 2.0937 | 2.8388 | 1.2439 | 1.0803 | 1.4529 | 0.7437 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 46.3768 | 37.1429 | 55.8824 | 46.3768 | 37.1429 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.4208 | 4.8041 | 0.982 | 1.2491 | 2.4588 | 0.5871 |
Largest Winning Trade | 556527 | 556527 | 65107 | 396898 | 396898 | 106581 |
Largest Losing Trade | -51726 | -38311 | -51726 | -172585 | -99614 | -172585 |
Avg Bars in Trades | 51 | 44 | 60 | 51 | 44 | 60 |
Avg Bars in Winners | 79 | 74 | 82 | 79 | 74 | 82 |
Avg Bars in Losers | 28 | 26 | 32 | 28 | 26 | 32 |
Bars Traded | 3583 | 1542 | 2041 | 3583 | 1542 | 2041 |
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 | -94583 | 332650 | -149056 | -389592 | -112063 | -580032 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 3.19939 } }, "second_band": { "type": "fwma", "factors": { "length": 104, "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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