Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338738.9193 | 232686.943 | 106051.9763 | 245984.4973 | 150033.7366 | 95950.7607 |
Total P&L (%) | 338.7389 | 232.6869 | 106.052 | 245.9845 | 150.0337 | 95.9508 |
Avg Daily Profit (%) | 0.1797 | 0.1234 | 0.0563 | 0.0659 | 0.0486 | 0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131910 | -88468 | -105545 | -268805 | -99347 | -169457 |
Profit Factor | 1.582 | 1.8203 | 1.3554 | 1.2942 | 1.3859 | 1.2145 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 46.3158 | 46.8085 | 45.8333 | 46.3158 | 46.8085 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.8336 | 2.0685 | 1.6018 | 1.5001 | 1.5748 | 1.4354 |
Largest Winning Trade | 104011 | 104011 | 65182 | 181677 | 138909 | 181677 |
Largest Losing Trade | -39361 | -39361 | -35120 | -104321 | -51931 | -104321 |
Avg Bars in Trades | 38 | 24 | 52 | 38 | 24 | 52 |
Avg Bars in Winners | 49 | 24 | 74 | 49 | 24 | 74 |
Avg Bars in Losers | 28 | 23 | 33 | 28 | 23 | 33 |
Bars Traded | 3651 | 1130 | 2521 | 3651 | 1130 | 2521 |
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 | 330702 | -25647 | -117789 | -105000 | -127130 | -147185 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 77, "offset": 184, "multiplier": 3.05772 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.19001, "nb": 0.021, "nc": 0.1 } } }
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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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