Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694521.1995 | 500717.8774 | 193803.3221 | 2955688.0328 | 937156.3224 | 2018531.7104 |
Total P&L (%) | 694.5212 | 500.7179 | 193.8033 | 2955.688 | 937.1563 | 2018.5317 |
Avg Daily Profit (%) | 0.3597 | 0.2593 | 0.1004 | 0.1772 | 0.1212 | 0.1582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100702 | -97185 | -98030 | -856525 | -586765 | -369528 |
Profit Factor | 1.9436 | 2.2717 | 1.5662 | 1.8773 | 1.484 | 2.409 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 48.7342 | 44.3038 | 53.1646 | 48.7342 | 44.3038 | 53.1646 |
Ratio Avg Win / Avg Loss | 2.0446 | 2.8559 | 1.3798 | 1.9749 | 1.8656 | 2.1222 |
Largest Winning Trade | 250537 | 250537 | 51514 | 606768 | 354549 | 606768 |
Largest Losing Trade | -43661 | -24798 | -43661 | -228012 | -228012 | -145093 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 3668 | 1674 | 1995 | 3668 | 1674 | 1995 |
Profit Streak | 27.7124 | 34.7124 | 0 | 27.7124 | 34.7124 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512926 | -15033 | -83546 | 452188 | -56365 | -13999 |
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{ "first_band": { "type": "pwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 117, "offset": 0, "multiplier": 1.20195 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 117, "offset": 0, "multiplier": 1.20195 } } }
# | 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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