Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182837.2063 | 128557.4851 | 54279.7212 | 34272.967 | 28926.7667 | 5346.2003 |
Total P&L (%) | 182.8372 | 128.5575 | 54.2797 | 34.273 | 28.9268 | 5.3462 |
Avg Daily Profit (%) | 0.1706 | 0.12 | 0.0507 | 0.0275 | 0.0237 | 0.0049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116347 | -78406 | -138614 | -152849 | -146575 | -159908 |
Profit Factor | 1.2034 | 1.2846 | 1.1214 | 1.0288 | 1.0453 | 1.0097 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 184 | 93 | 91 | 184 | 93 | 91 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 65.4804 | 66.4286 | 64.539 | 65.4804 | 66.4286 | 64.539 |
Ratio Avg Win / Avg Loss | 0.6344 | 0.6492 | 0.6161 | 0.5424 | 0.5283 | 0.5548 |
Largest Winning Trade | 20328 | 18920 | 20328 | 26611 | 26611 | 23756 |
Largest Losing Trade | -52405 | -28025 | -52405 | -60040 | -60040 | -55188 |
Avg Bars in Trades | 44 | 50 | 38 | 44 | 50 | 38 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 71 | 89 | 55 | 71 | 89 | 55 |
Bars Traded | 12584 | 7135 | 5448 | 12584 | 7135 | 5448 |
Profit Streak | 13.6052 | 24.3552 | 13.6052 | 13.6052 | 24.3552 | 13.6052 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351034 | -32045 | -212721 | -344838 | -334230 | -561348 |
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{ "first_band": { "type": "fwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 102, "offset": 0, "multiplier": 3.34592 } } }
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# | 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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