Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542305.622 | 373405.5337 | 168900.0884 | 1578769.2926 | 854277.3337 | 724491.9589 |
Total P&L (%) | 542.3056 | 373.4055 | 168.9001 | 1578.7693 | 854.2773 | 724.492 |
Avg Daily Profit (%) | 0.2464 | 0.1697 | 0.0767 | 0.1283 | 0.1026 | 0.0959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109670 | -103599 | -62797 | -472539 | -406374 | -205876 |
Profit Factor | 1.7925 | 2.0618 | 1.5078 | 1.582 | 1.5554 | 1.6169 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 46.5116 | 43.0769 | 50 | 46.5116 | 43.0769 | 50 |
Ratio Avg Win / Avg Loss | 2.0614 | 2.7246 | 1.5078 | 1.8193 | 2.0553 | 1.6169 |
Largest Winning Trade | 102529 | 102529 | 50470 | 729084 | 729084 | 321650 |
Largest Losing Trade | -38256 | -27906 | -38256 | -228526 | -228526 | -182387 |
Avg Bars in Trades | 49 | 36 | 61 | 49 | 36 | 61 |
Avg Bars in Winners | 75 | 47 | 100 | 75 | 47 | 100 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 6332 | 2379 | 3953 | 6332 | 2379 | 3953 |
Profit Streak | 0 | 0 | 114.2199 | 0 | 0 | 114.2199 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389512 | -123368 | -225837 | -19480 | -187541 | -199279 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 185, "offset": 0, "multiplier": 2.88887 } }, "second_band": { "type": "fwma", "factors": { "length": 232, "offset": 0 } } }
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# | 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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