Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493373.3339 | 371635.3542 | 121737.9797 | 1484757.6432 | 1857725.4384 | -372967.7952 |
Total P&L (%) | 493.3733 | 371.6354 | 121.738 | 1484.7576 | 1857.7254 | -372.9678 |
Avg Daily Profit (%) | 0.3969 | 0.2989 | 0.0979 | 0.2225 | 0.2395 | 0 |
Buy And Hold Return (%) | 150.1207 | 150.1207 | 150.1207 | 150.1207 | 150.1207 | 150.1207 |
Max Trade Drawdown | -134968 | -70272 | -100004 | -9092756 | -6201104 | -6279928 |
Profit Factor | 1.5435 | 1.8482 | 1.2592 | 1.0376 | 1.0887 | 0.9799 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 66.5179 | 66.9643 | 66.0714 | 66.5179 | 66.9643 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.7769 | 0.9118 | 0.6466 | 0.5223 | 0.5371 | 0.5032 |
Largest Winning Trade | 33828 | 33828 | 24052 | 1401320 | 1092414 | 1401320 |
Largest Losing Trade | -59431 | -35311 | -59431 | -3066056 | -3066056 | -2905073 |
Avg Bars in Trades | 32 | 36 | 27 | 32 | 36 | 27 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 57 | 70 | 44 | 57 | 70 | 44 |
Bars Traded | 7190 | 4064 | 3125 | 7190 | 4064 | 3125 |
Profit Streak | 3.6087 | 3.6087 | 50.2754 | 3.6087 | 3.6087 | 50.2754 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343490 | 246209 | -226261 | -169434 | -114867 | -577190 |
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{ "first_band": { "type": "fwma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 2.79561 } } }
# | 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) |
---|