Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441026.7181 | 366769.3457 | 74257.3724 | 139202.0178 | 209211.8081 | -70009.7903 |
Total P&L (%) | 441.0267 | 366.7693 | 74.2574 | 139.202 | 209.2118 | -70.0098 |
Avg Daily Profit (%) | 0.2329 | 0.1937 | 0.0392 | 0.0461 | 0.0596 | -0.0636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112408 | -67915 | -108145 | -189525 | -188356 | -182282 |
Profit Factor | 1.6204 | 2.1054 | 1.1959 | 1.1278 | 1.4127 | 0.8798 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 50 | 40.9091 | 59.0909 | 50 | 40.9091 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.6204 | 3.0411 | 0.8279 | 1.1278 | 2.0405 | 0.6091 |
Largest Winning Trade | 145495 | 145495 | 44555 | 87443 | 87443 | 85716 |
Largest Losing Trade | -78494 | -29231 | -78494 | -134514 | -98519 | -134514 |
Avg Bars in Trades | 80 | 54 | 105 | 80 | 54 | 105 |
Avg Bars in Winners | 120 | 73 | 153 | 120 | 73 | 153 |
Avg Bars in Losers | 39 | 42 | 36 | 39 | 42 | 36 |
Bars Traded | 7071 | 2419 | 4652 | 7071 | 2419 | 4652 |
Profit Streak | 140.8606 | 140.8606 | 149.1106 | 140.8606 | 140.8606 | 149.1106 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437983 | 311938 | -145411 | -210156 | -114315 | -578967 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 4.4851 } }, "second_band": { "type": "fwma", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 4.4851 } }, "second_band": { "type": "fwma", "factors": { "length": 124, "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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