Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75134.4496 | 8271.2259 | 66863.2237 | 64863.599 | -7230.2915 | 72093.8905 |
Total P&L (%) | 75.1345 | 8.2712 | 66.8632 | 64.8636 | -7.2303 | 72.0939 |
Avg Daily Profit (%) | 0.2885 | 0.0318 | 0.2568 | 0.1922 | -0.0288 | 0.2087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82599 | -43117 | -43856 | -150836 | -89714 | -73530 |
Profit Factor | 1.1775 | 1.0338 | 1.3743 | 1.091 | 0.9825 | 1.2401 |
Total Trades | 387 | 194 | 193 | 387 | 194 | 193 |
Winning Trades | 225 | 109 | 116 | 225 | 109 | 116 |
Losing Trades | 162 | 85 | 77 | 162 | 85 | 77 |
Profitability (%) | 58.1395 | 56.1856 | 60.1036 | 58.1395 | 56.1856 | 60.1036 |
Ratio Avg Win / Avg Loss | 0.8478 | 0.8062 | 0.9122 | 0.7855 | 0.7662 | 0.8232 |
Largest Winning Trade | 12697 | 12697 | 9547 | 22706 | 22706 | 16771 |
Largest Losing Trade | -21786 | -15642 | -21786 | -46162 | -28624 | -46162 |
Avg Bars in Trades | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Winners | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Losers | 81 | 88 | 74 | 81 | 88 | 74 |
Bars Traded | 24587 | 12581 | 12005 | 24587 | 12581 | 12005 |
Profit Streak | 2.2624 | 2.2624 | 10.6686 | 2.2624 | 2.2624 | 10.6686 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18287 | -503219 | 315111 | -114603 | -582746 | 278339 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 4.09703 } }, "second_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 4.09703 } }, "second_band": { "type": "pwma", "factors": { "length": 205, "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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