Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242897.8212 | 36023.3495 | 206874.4718 | 107952.374 | -179696.043 | 287648.417 |
Total P&L (%) | 242.8978 | 36.0233 | 206.8745 | 107.9524 | -179.696 | 287.6484 |
Avg Daily Profit (%) | 0.1866 | 0.0277 | 0.1589 | 0.0562 | 0 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132374 | -107326 | -100083 | -479453 | -458229 | -357519 |
Profit Factor | 1.3548 | 1.1118 | 1.5709 | 1.0479 | 0.8454 | 1.2634 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 58.4906 | 51.8987 | 65 | 58.4906 | 51.8987 | 65 |
Ratio Avg Win / Avg Loss | 0.9615 | 1.0304 | 0.8459 | 0.7437 | 0.7836 | 0.6803 |
Largest Winning Trade | 51830 | 37975 | 51830 | 136414 | 136414 | 72819 |
Largest Losing Trade | -59885 | -35940 | -59885 | -215224 | -168868 | -215224 |
Avg Bars in Trades | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 2503 | 1220 | 1283 | 2503 | 1220 | 1283 |
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 | 304904 | -282495 | -9615 | -285126 | -607212 | -72745 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.45402 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.52156 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.45402 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.52156 } } }
# | 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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