Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927086.2582 | 987560.0225 | -60473.7643 | -7793.0456 | 98651.1554 | -106444.201 |
Total P&L (%) | 927.0863 | 987.56 | -60.4738 | -7.793 | 98.6512 | -106.4442 |
Avg Daily Profit (%) | 0.4927 | 0.5249 | -0.0321 | -0.0043 | 0.0365 | 0 |
Buy And Hold Return (%) | 359.761 | 359.761 | 359.761 | 359.761 | 359.761 | 359.761 |
Max Trade Drawdown | -202787 | -142273 | -101771 | -1120753 | -965691 | -342356 |
Profit Factor | 2.4025 | 3.4705 | 0.7685 | 0.9974 | 1.0484 | 0.8898 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 41.25 | 37.5 | 45 | 41.25 | 37.5 | 45 |
Ratio Avg Win / Avg Loss | 3.4218 | 5.7841 | 0.9393 | 1.4205 | 1.7473 | 1.0875 |
Largest Winning Trade | 958437 | 958437 | 50311 | 763821 | 763821 | 348717 |
Largest Losing Trade | -41507 | -41507 | -36614 | -430034 | -430034 | -257928 |
Avg Bars in Trades | 44 | 63 | 25 | 44 | 63 | 25 |
Avg Bars in Winners | 64 | 99 | 35 | 64 | 99 | 35 |
Avg Bars in Losers | 30 | 41 | 17 | 30 | 41 | 17 |
Bars Traded | 3554 | 2537 | 1017 | 3554 | 2537 | 1017 |
Profit Streak | 14.2763 | 0 | 16.7763 | 14.2763 | 0 | 16.7763 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14957 | 334143 | -581844 | -605698 | -480963 | -580177 |
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{ "first_band": { "type": "wma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 132, "offset": 0, "multiplier": 4.42062 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 132, "offset": 0, "multiplier": 4.42062 } } }
# | 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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