Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371475.5862 | 161789.091 | 209686.4952 | 1300473.6229 | 390255.5604 | 910218.0625 |
Total P&L (%) | 371.4756 | 161.7891 | 209.6865 | 1300.4736 | 390.2556 | 910.2181 |
Avg Daily Profit (%) | 0.3314 | 0.1443 | 0.1871 | 0.2357 | 0.1419 | 0.2065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80313 | -62009 | -71805 | -518625 | -340213 | -266400 |
Profit Factor | 1.9187 | 1.7466 | 2.1174 | 1.6627 | 1.3554 | 2.0528 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 64.1221 | 60 | 68.1818 | 64.1221 | 60 | 68.1818 |
Ratio Avg Win / Avg Loss | 1.0735 | 1.1644 | 0.9881 | 0.9303 | 0.9036 | 0.958 |
Largest Winning Trade | 29994 | 29994 | 25893 | 207776 | 161083 | 207776 |
Largest Losing Trade | -59168 | -28846 | -59168 | -241273 | -233569 | -241273 |
Avg Bars in Trades | 49 | 55 | 43 | 49 | 55 | 43 |
Avg Bars in Winners | 37 | 31 | 42 | 37 | 31 | 42 |
Avg Bars in Losers | 70 | 91 | 45 | 70 | 91 | 45 |
Bars Traded | 6465 | 3611 | 2854 | 6465 | 3611 | 2854 |
Profit Streak | 0 | 45.5348 | 0 | 0 | 45.5348 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484342 | -127567 | -113063 | 392125 | -134223 | -112605 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 182, "offset": 0, "multiplier": 3.3392 } }, "second_band": { "type": "wma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 182, "offset": 0, "multiplier": 3.3392 } }, "second_band": { "type": "wma", "factors": { "length": 143, "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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