Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550288.534 | 432880.0997 | 117408.4343 | 1365796.5054 | -1116540.7967 | 2482337.3021 |
Total P&L (%) | 550.2885 | 432.8801 | 117.4084 | 1365.7965 | -1116.5408 | 2482.3373 |
Avg Daily Profit (%) | 0.2406 | 0.1893 | 0.0513 | 0.1175 | 0 | 0.1423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160722 | -180260 | -66113 | -4690841 | -5909717 | -1647991 |
Profit Factor | 1.6531 | 1.8689 | 1.3409 | 1.08 | 0.9052 | 1.4676 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 48.1013 | 49.3671 | 46.8354 | 48.1013 | 49.3671 | 46.8354 |
Ratio Avg Win / Avg Loss | 1.7836 | 1.9168 | 1.5221 | 1.1652 | 0.9284 | 1.666 |
Largest Winning Trade | 131567 | 131567 | 43969 | 1213545 | 1213545 | 993028 |
Largest Losing Trade | -36174 | -36174 | -21798 | -1524200 | -1524200 | -794580 |
Avg Bars in Trades | 27 | 34 | 20 | 27 | 34 | 20 |
Avg Bars in Winners | 34 | 39 | 28 | 34 | 39 | 28 |
Avg Bars in Losers | 20 | 29 | 12 | 20 | 29 | 12 |
Bars Traded | 4312 | 2724 | 1588 | 4312 | 2724 | 1588 |
Profit Streak | 76.8432 | 78.3432 | 76.8432 | 76.8432 | 78.3432 | 76.8432 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462498 | -15569 | -150265 | -167011 | -607424 | -27836 |
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{ "first_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 219, "offset": 0, "multiplier": 2.5192 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 219, "offset": 0, "multiplier": 2.5192 } } }
# | 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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