Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182324.0977 | 119697.7123 | 62626.3854 | -33067.5374 | -103329.159 | 70261.6215 |
Total P&L (%) | 182.3241 | 119.6977 | 62.6264 | -33.0675 | -103.3292 | 70.2616 |
Avg Daily Profit (%) | 0.1784 | 0.1171 | 0.0613 | -0.0393 | 0 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173057 | -108812 | -99681 | -290572 | -233820 | -97058 |
Profit Factor | 1.2688 | 1.3278 | 1.2001 | 0.963 | 0.8209 | 1.2219 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 73.5632 | 74.7126 | 72.4138 | 73.5632 | 74.7126 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.456 | 0.4494 | 0.4572 | 0.3461 | 0.2778 | 0.4655 |
Largest Winning Trade | 25796 | 25796 | 23062 | 46079 | 33054 | 46079 |
Largest Losing Trade | -75825 | -75825 | -67732 | -138824 | -138824 | -42864 |
Avg Bars in Trades | 22 | 30 | 14 | 22 | 30 | 14 |
Avg Bars in Winners | 11 | 13 | 8 | 11 | 13 | 8 |
Avg Bars in Losers | 54 | 81 | 29 | 54 | 81 | 29 |
Bars Traded | 3910 | 2671 | 1239 | 3910 | 2671 | 1239 |
Profit Streak | 15.7965 | 0 | 54.5465 | 15.7965 | 0 | 54.5465 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377510 | -34898 | -109180 | -575954 | -577618 | -120812 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.70498, "nb": 0.53793, "nc": 0.10749 } }, "second_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 2.87502 } } }
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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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