Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205336.741 | 246842.4926 | -41505.7516 | -52635.3995 | 307275.1214 | -359910.5209 |
Total P&L (%) | 205.3367 | 246.8425 | -41.5058 | -52.6354 | 307.2751 | -359.9105 |
Avg Daily Profit (%) | 0.1455 | 0.1749 | -0.0294 | -0.0529 | 0.0996 | 0 |
Buy And Hold Return (%) | 12.7624 | 12.7624 | 12.7624 | 12.7624 | 12.7624 | 12.7624 |
Max Trade Drawdown | -143953 | -94087 | -145240 | -299020 | -250819 | -468878 |
Profit Factor | 1.1209 | 1.299 | 0.9524 | 0.9817 | 1.2291 | 0.7662 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 277 | 145 | 132 | 277 | 145 | 132 |
Losing Trades | 181 | 84 | 97 | 181 | 84 | 97 |
Profitability (%) | 60.4803 | 63.3188 | 57.6419 | 60.4803 | 63.3188 | 57.6419 |
Ratio Avg Win / Avg Loss | 0.7325 | 0.7525 | 0.6999 | 0.6415 | 0.712 | 0.563 |
Largest Winning Trade | 22086 | 22086 | 20213 | 49032 | 49032 | 42401 |
Largest Losing Trade | -53223 | -50298 | -53223 | -133985 | -133985 | -110592 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Losers | 53 | 63 | 44 | 53 | 63 | 44 |
Bars Traded | 16705 | 9116 | 7588 | 16705 | 9116 | 7588 |
Profit Streak | 0 | 467.8633 | 0 | 0 | 467.8633 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84225 | 315768 | -579144 | -577025 | -59131 | -579144 |
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{ "first_band": { "type": "fwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 174, "offset": 0, "multiplier": 2.89404 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 174, "offset": 0, "multiplier": 2.89404 } } }
# | 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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