Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2646544.0642 | 2543459.7478 | 103084.3164 | 1001439.1627 | 781337.7339 | 220101.4288 |
Total P&L (%) | 2646.5441 | 2543.4597 | 103.0843 | 1001.4392 | 781.3377 | 220.1014 |
Avg Daily Profit (%) | 1.1441 | 1.0996 | 0.0446 | 0.1038 | 0.0941 | 0.0503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122769 | -159023 | -107602 | -2208408 | -1575105 | -1786677 |
Profit Factor | 3.5354 | 5.6993 | 1.2051 | 1.091 | 1.1315 | 1.0435 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 39.645 | 35.2941 | 44.0476 | 39.645 | 35.2941 | 44.0476 |
Ratio Avg Win / Avg Loss | 5.3822 | 10.4488 | 1.5308 | 1.6609 | 2.0744 | 1.3255 |
Largest Winning Trade | 2386908 | 2386908 | 66964 | 1453239 | 1453239 | 679823 |
Largest Losing Trade | -45787 | -31387 | -45787 | -722958 | -595453 | -722958 |
Avg Bars in Trades | 79 | 74 | 84 | 79 | 74 | 84 |
Avg Bars in Winners | 123 | 124 | 122 | 123 | 124 | 122 |
Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
Bars Traded | 13415 | 6330 | 7085 | 13415 | 6330 | 7085 |
Profit Streak | 0 | 0 | 44.7718 | 0 | 0 | 44.7718 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 613580 | 564771 | -134429 | -176476 | -147726 | -300074 |
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{ "first_band": { "type": "pwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 3.08136 } } }
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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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