Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644596.7239 | 608762.7448 | 35833.9791 | 11966.9644 | 224400.3604 | -212433.3959 |
Total P&L (%) | 644.5967 | 608.7627 | 35.834 | 11.967 | 224.4004 | -212.4334 |
Avg Daily Profit (%) | 0.3467 | 0.3275 | 0.0193 | 0.0061 | 0.0633 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192591 | -168055 | -113534 | -483081 | -257207 | -283419 |
Profit Factor | 1.9125 | 2.568 | 1.1126 | 1.0107 | 1.4079 | 0.628 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 2.6775 | 5.136 | 1.1126 | 1.4149 | 2.8158 | 0.628 |
Largest Winning Trade | 631339 | 631339 | 58812 | 421683 | 421683 | 68851 |
Largest Losing Trade | -36045 | -27685 | -36045 | -154545 | -100649 | -154545 |
Avg Bars in Trades | 42 | 32 | 53 | 42 | 32 | 53 |
Avg Bars in Winners | 70 | 49 | 84 | 70 | 49 | 84 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 3603 | 1373 | 2230 | 3603 | 1373 | 2230 |
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 | 356656 | 273076 | -266292 | -501084 | -112959 | -580734 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 2.87801 } }, "second_band": { "type": "fwma", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 2.87801 } }, "second_band": { "type": "fwma", "factors": { "length": 70, "offset": 0 } } }
# | 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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