Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622637.523 | 359706.4256 | 262931.0974 | 4192608.1598 | 265574.0716 | 3927034.0882 |
Total P&L (%) | 622.6375 | 359.7064 | 262.9311 | 4192.6082 | 265.5741 | 3927.0341 |
Avg Daily Profit (%) | 0.3262 | 0.1884 | 0.1377 | 0.1971 | 0.0679 | 0.1938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124503 | -115294 | -73470 | -13217668 | -11858938 | -4231054 |
Profit Factor | 1.7654 | 1.7831 | 1.7423 | 1.111 | 1.0108 | 1.2983 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 64.9425 | 66.6667 | 63.2184 | 64.9425 | 66.6667 | 63.2184 |
Ratio Avg Win / Avg Loss | 0.953 | 0.8916 | 1.0137 | 0.5998 | 0.5054 | 0.7554 |
Largest Winning Trade | 34523 | 32501 | 34523 | 1885730 | 1885730 | 1256371 |
Largest Losing Trade | -53459 | -53459 | -39287 | -4661503 | -4661503 | -2167504 |
Avg Bars in Trades | 31 | 38 | 24 | 31 | 38 | 24 |
Avg Bars in Winners | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Losers | 53 | 79 | 30 | 53 | 79 | 30 |
Bars Traded | 5484 | 3368 | 2116 | 5484 | 3368 | 2116 |
Profit Streak | 3.388 | 52.388 | 0 | 3.388 | 52.388 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423016 | 424185 | -5024 | -89995 | -308897 | 300197 |
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{ "first_band": { "type": "fwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 2.5291 } } }
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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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