Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292799.437 | 305981.6853 | -13182.2483 | -85704.6163 | 131283.7375 | -216988.3538 |
Total P&L (%) | 292.7994 | 305.9817 | -13.1822 | -85.7046 | 131.2837 | -216.9884 |
Avg Daily Profit (%) | 0.1536 | 0.1605 | -0.0069 | -0.102 | 0.044 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166332 | -130561 | -186576 | -160841 | -81249 | -243525 |
Profit Factor | 1.202 | 1.4425 | 0.9826 | 0.9015 | 1.3787 | 0.5856 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 63.3858 | 62.9921 | 63.7795 | 63.3858 | 62.9921 | 63.7795 |
Ratio Avg Win / Avg Loss | 0.6943 | 0.8475 | 0.558 | 0.5208 | 0.81 | 0.3326 |
Largest Winning Trade | 57343 | 57343 | 38212 | 26034 | 26034 | 21097 |
Largest Losing Trade | -86562 | -40291 | -86562 | -142710 | -34044 | -142710 |
Avg Bars in Trades | 29 | 34 | 23 | 29 | 34 | 23 |
Avg Bars in Winners | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Losers | 46 | 64 | 27 | 46 | 64 | 27 |
Bars Traded | 7425 | 4385 | 3040 | 7425 | 4385 | 3040 |
Profit Streak | 48.5929 | 48.5929 | 64.5929 | 48.5929 | 48.5929 | 64.5929 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357610 | 325004 | -577545 | -575886 | -132806 | -577545 |
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{ "first_band": { "type": "fwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.53452 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.53452 } } }
# | 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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