Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109851.4342 | 56142.0585 | 53709.3758 | 164418.3231 | 55034.3346 | 109383.9885 |
Total P&L (%) | 109.8514 | 56.1421 | 53.7094 | 164.4183 | 55.0343 | 109.384 |
Avg Daily Profit (%) | 0.2393 | 0.1223 | 0.117 | 0.212 | 0.0956 | 0.1611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29213 | -23698 | -16938 | -90837 | -77139 | -23530 |
Profit Factor | 1.7351 | 1.7098 | 1.7636 | 1.6161 | 1.3471 | 2.0098 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 69.1176 | 72.0588 | 66.1765 | 69.1176 | 72.0588 | 66.1765 |
Ratio Avg Win / Avg Loss | 0.7753 | 0.663 | 0.9014 | 0.7221 | 0.5223 | 1.0272 |
Largest Winning Trade | 11625 | 7012 | 11625 | 33901 | 16891 | 33901 |
Largest Losing Trade | -23698 | -23698 | -16262 | -77139 | -77139 | -22551 |
Avg Bars in Trades | 78 | 72 | 84 | 78 | 72 | 84 |
Avg Bars in Winners | 64 | 56 | 73 | 64 | 56 | 73 |
Avg Bars in Losers | 110 | 115 | 107 | 110 | 115 | 107 |
Bars Traded | 10697 | 4939 | 5758 | 10697 | 4939 | 5758 |
Profit Streak | 607.552 | 608.802 | 607.552 | 607.552 | 608.802 | 607.552 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413998 | -136712 | -144600 | 397342 | -174190 | -97268 |
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{ "first_band": { "type": "fwma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 226, "offset": 0, "multiplier": 4.31993 } } }
# | 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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