Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124697.808 | 90748.5437 | 33949.2643 | 128933.8677 | 149390.7063 | -20456.8386 |
Total P&L (%) | 124.6978 | 90.7485 | 33.9493 | 128.9339 | 149.3907 | -20.4568 |
Avg Daily Profit (%) | 0.4788 | 0.3485 | 0.1304 | 0.3186 | 0.3515 | -0.0878 |
Buy And Hold Return (%) | 16.5988 | 16.5988 | 16.5988 | 16.5988 | 16.5988 | 16.5988 |
Max Trade Drawdown | -63793 | -28072 | -58928 | -231726 | -106306 | -194295 |
Profit Factor | 1.2361 | 1.3497 | 1.1264 | 1.084 | 1.2002 | 0.9741 |
Total Trades | 451 | 225 | 226 | 451 | 225 | 226 |
Winning Trades | 255 | 126 | 129 | 255 | 126 | 129 |
Losing Trades | 196 | 99 | 97 | 196 | 99 | 97 |
Profitability (%) | 56.541 | 56 | 57.0796 | 56.541 | 56 | 57.0796 |
Ratio Avg Win / Avg Loss | 0.9501 | 1.0605 | 0.847 | 0.8332 | 0.943 | 0.7324 |
Largest Winning Trade | 11610 | 11610 | 10881 | 32889 | 32889 | 26690 |
Largest Losing Trade | -37649 | -16869 | -37649 | -116143 | -40888 | -116143 |
Avg Bars in Trades | 54 | 52 | 56 | 54 | 52 | 56 |
Avg Bars in Winners | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Losers | 73 | 72 | 75 | 73 | 72 | 75 |
Bars Traded | 24559 | 11853 | 12706 | 24559 | 11853 | 12706 |
Profit Streak | 3.8515 | 0 | 5.4348 | 3.8515 | 0 | 5.4348 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341382 | 297355 | -107901 | -119707 | 242194 | -579920 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.73622 } }, "second_band": { "type": "pwma", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.73622 } }, "second_band": { "type": "pwma", "factors": { "length": 211, "offset": 0 } } }
# | 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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