Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1129524.2952 | 1201344.2986 | -71820.0034 | -25430.157 | 267522.2583 | -292952.4153 |
Total P&L (%) | 1129.5243 | 1201.3443 | -71.82 | -25.4302 | 267.5223 | -292.9524 |
Avg Daily Profit (%) | 0.4972 | 0.5288 | -0.0316 | -0.0129 | 0.0573 | 0 |
Buy And Hold Return (%) | 255.6471 | 255.6471 | 255.6471 | 255.6471 | 255.6471 | 255.6471 |
Max Trade Drawdown | -181193 | -121127 | -205428 | -588391 | -393177 | -375987 |
Profit Factor | 2.1157 | 3.4539 | 0.8626 | 0.9873 | 1.2789 | 0.7183 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 39.4558 | 37.8378 | 41.0959 | 39.4558 | 37.8378 | 41.0959 |
Ratio Avg Win / Avg Loss | 3.2464 | 5.6743 | 1.2365 | 1.515 | 2.1011 | 1.0296 |
Largest Winning Trade | 1053918 | 1053918 | 57523 | 600657 | 600657 | 148298 |
Largest Losing Trade | -56173 | -47511 | -56173 | -242284 | -142539 | -242284 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 69 | 71 | 67 | 69 | 71 | 67 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 6639 | 3280 | 3360 | 6639 | 3280 | 3360 |
Profit Streak | 0 | 0 | 91.1305 | 0 | 0 | 91.1305 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325399 | -53334 | -653572 | -581711 | -335846 | -653572 |
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{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 70, "offset": 0, "multiplier": 2.88052 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 70, "offset": 0, "multiplier": 2.88052 } } }
# | 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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