Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227254.3746 | 14029.8922 | 213224.4825 | 95427.7121 | -88825.7725 | 184253.4846 |
Total P&L (%) | 227.2544 | 14.0299 | 213.2245 | 95.4277 | -88.8258 | 184.2535 |
Avg Daily Profit (%) | 0.1766 | 0.0109 | 0.1657 | 0.0521 | -0.1701 | 0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146053 | -138458 | -67734 | -200323 | -180384 | -161922 |
Profit Factor | 1.2313 | 1.0243 | 1.5272 | 1.054 | 0.9112 | 1.2402 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 133 | 62 | 71 | 133 | 62 | 71 |
Losing Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Profitability (%) | 49.2593 | 45.9259 | 52.5926 | 49.2593 | 45.9259 | 52.5926 |
Ratio Avg Win / Avg Loss | 1.2683 | 1.206 | 1.3767 | 1.0857 | 1.0729 | 1.118 |
Largest Winning Trade | 51360 | 36021 | 51360 | 67888 | 67888 | 50851 |
Largest Losing Trade | -33532 | -33532 | -25371 | -74162 | -66080 | -74162 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 34 | 38 | 30 | 34 | 38 | 30 |
Avg Bars in Losers | 21 | 26 | 15 | 21 | 26 | 15 |
Bars Traded | 7447 | 4294 | 3153 | 7447 | 4294 | 3153 |
Profit Streak | 0 | 0 | 16.6003 | 0 | 0 | 16.6003 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305517 | -414294 | 352480 | -283128 | -580891 | -83836 |
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{ "first_band": { "type": "hma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 3.30831 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 3.30831 } } }
# | 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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