Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269801.3627 | 505147.4489 | -235346.0862 | -99338.6116 | 5763.9462 | -105102.5578 |
Total P&L (%) | 269.8014 | 505.1474 | -235.3461 | -99.3386 | 5.7639 | -105.1026 |
Avg Daily Profit (%) | 0.1163 | 0.2178 | -0.1015 | -0.2161 | 0.0024 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -389154 | -232787 | -343733 | -151190 | -81290 | -144556 |
Profit Factor | 1.1247 | 1.4524 | 0.7753 | 0.8223 | 1.0211 | 0.6328 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Losing Trades | 211 | 102 | 109 | 211 | 102 | 109 |
Profitability (%) | 44.1799 | 46.0317 | 42.328 | 44.1799 | 46.0317 | 42.328 |
Ratio Avg Win / Avg Loss | 1.421 | 1.7028 | 1.0564 | 1.039 | 1.1972 | 0.8622 |
Largest Winning Trade | 401979 | 401979 | 42039 | 98687 | 98687 | 28338 |
Largest Losing Trade | -57062 | -46832 | -57062 | -61943 | -61943 | -49304 |
Avg Bars in Trades | 17 | 21 | 14 | 17 | 21 | 14 |
Avg Bars in Winners | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Losers | 15 | 20 | 10 | 15 | 20 | 10 |
Bars Traded | 6776 | 4045 | 2731 | 6776 | 4045 | 2731 |
Profit Streak | 0 | 14.0847 | 0 | 0 | 14.0847 | 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 | -121106 | 362888 | -581382 | -579120 | -552886 | -583049 |
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{ "first_band": { "type": "hma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 1.75131 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 1.75131 } } }
# | 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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