Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545825.6701 | 543873.6939 | 1951.9762 | 169984.1112 | 104279.7141 | 65704.3971 |
Total P&L (%) | 545.8257 | 543.8737 | 1.952 | 169.9841 | 104.2797 | 65.7044 |
Avg Daily Profit (%) | 0.2968 | 0.2957 | 0.0011 | 0.054 | 0.0388 | 0.0275 |
Buy And Hold Return (%) | 154.4531 | 154.4531 | 154.4531 | 154.4531 | 154.4531 | 154.4531 |
Max Trade Drawdown | -94414 | -64558 | -72157 | -556011 | -422471 | -424077 |
Profit Factor | 1.5286 | 2.0647 | 1.0037 | 1.04 | 1.045 | 1.0339 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Losing Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Profitability (%) | 44.5026 | 47.9167 | 41.0526 | 44.5026 | 47.9167 | 41.0526 |
Ratio Avg Win / Avg Loss | 1.9062 | 2.2442 | 1.4413 | 1.2969 | 1.1359 | 1.4846 |
Largest Winning Trade | 341082 | 341082 | 40816 | 260308 | 260308 | 120231 |
Largest Losing Trade | -62798 | -32018 | -62798 | -159403 | -159403 | -155189 |
Avg Bars in Trades | 28 | 30 | 25 | 28 | 30 | 25 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 20 | 24 | 17 | 20 | 24 | 17 |
Bars Traded | 5365 | 2934 | 2431 | 5365 | 2934 | 2431 |
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 | 286560 | 324890 | -577083 | -432705 | -478931 | -508656 |
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 3.01572 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 3.01572 } } }
# | 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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