Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621556.065 | 520006.001 | 101550.064 | 771544.7872 | 1603240.2164 | -831695.4292 |
Total P&L (%) | 621.5561 | 520.006 | 101.5501 | 771.5448 | 1603.2402 | -831.6954 |
Avg Daily Profit (%) | 0.3498 | 0.2926 | 0.0571 | 0.1219 | 0.1597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123435 | -69654 | -89082 | -1707748 | -703606 | -1561606 |
Profit Factor | 2.1349 | 3.2593 | 1.3198 | 1.1254 | 1.6896 | 0.7828 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 48.3871 | 47.8261 | 48.9362 | 48.3871 | 47.8261 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.2772 | 3.5556 | 1.3772 | 1.2004 | 1.8432 | 0.8168 |
Largest Winning Trade | 233706 | 233706 | 78164 | 1302846 | 1302846 | 563777 |
Largest Losing Trade | -54308 | -31682 | -54308 | -905064 | -440105 | -905064 |
Avg Bars in Trades | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Winners | 104 | 93 | 114 | 104 | 93 | 114 |
Avg Bars in Losers | 43 | 48 | 38 | 43 | 48 | 38 |
Bars Traded | 6801 | 3235 | 3566 | 6801 | 3235 | 3566 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467968 | 514370 | -116737 | -112838 | 364408 | -581110 |
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{ "first_band": { "type": "pwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.00634 } } }
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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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