Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563956.9853 | 437276.4737 | 126680.5116 | 1222044.5056 | 485228.2434 | 736816.2622 |
Total P&L (%) | 563.957 | 437.2765 | 126.6805 | 1222.0445 | 485.2282 | 736.8163 |
Avg Daily Profit (%) | 0.2854 | 0.2213 | 0.0641 | 0.1307 | 0.0895 | 0.1076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124431 | -85594 | -67800 | -2491044 | -2704905 | -907349 |
Profit Factor | 1.6241 | 1.9252 | 1.2939 | 1.1137 | 1.08 | 1.1572 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 50.2488 | 51.4851 | 49 | 50.2488 | 51.4851 | 49 |
Ratio Avg Win / Avg Loss | 1.608 | 1.8141 | 1.3468 | 1.1026 | 1.0177 | 1.2044 |
Largest Winning Trade | 104343 | 104343 | 58354 | 1018009 | 1018009 | 937329 |
Largest Losing Trade | -53291 | -53291 | -43502 | -1355535 | -1355535 | -670092 |
Avg Bars in Trades | 57 | 61 | 53 | 57 | 61 | 53 |
Avg Bars in Winners | 75 | 75 | 75 | 75 | 75 | 75 |
Avg Bars in Losers | 39 | 46 | 32 | 39 | 46 | 32 |
Bars Traded | 11531 | 6212 | 5319 | 11531 | 6212 | 5319 |
Profit Streak | 0 | 0 | 507.3701 | 0 | 0 | 507.3701 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465374 | 409194 | -107371 | -112478 | -206130 | -96671 |
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{ "first_band": { "type": "pwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 4.37127 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 4.37127 } } }
# | 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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