Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371302.0768 | 289798.8855 | 81503.1913 | 183990.7928 | 364173.0991 | -180182.3063 |
Total P&L (%) | 371.3021 | 289.7989 | 81.5032 | 183.9908 | 364.1731 | -180.1823 |
Avg Daily Profit (%) | 0.1999 | 0.1561 | 0.0439 | 0.0562 | 0.0827 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149827 | -161840 | -119436 | -658839 | -553844 | -549256 |
Profit Factor | 1.4024 | 1.6286 | 1.1765 | 1.0584 | 1.2404 | 0.8898 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 48.4472 | 49.3827 | 47.5 | 48.4472 | 49.3827 | 47.5 |
Ratio Avg Win / Avg Loss | 1.4923 | 1.6693 | 1.3004 | 1.1263 | 1.2714 | 0.9835 |
Largest Winning Trade | 139325 | 139325 | 59264 | 332512 | 332512 | 235087 |
Largest Losing Trade | -35629 | -35629 | -30308 | -198939 | -162979 | -198939 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 23 | 27 | 18 | 23 | 27 | 18 |
Bars Traded | 5387 | 2940 | 2446 | 5387 | 2940 | 2446 |
Profit Streak | 0 | 0 | 16.5748 | 0 | 0 | 16.5748 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308523 | -1869 | -180467 | -273878 | -95019 | -600634 |
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{ "first_band": { "type": "wma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.58577 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.58577 } } }
# | 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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