Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491193.1021 | 408538.3948 | 82654.7074 | 270583.822 | 448478.7287 | -177894.9067 |
Total P&L (%) | 491.1931 | 408.5384 | 82.6547 | 270.5838 | 448.4787 | -177.8949 |
Avg Daily Profit (%) | 0.3081 | 0.2563 | 0.0518 | 0.0822 | 0.1068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120619 | -100012 | -62224 | -584317 | -595946 | -288147 |
Profit Factor | 1.6509 | 1.988 | 1.2423 | 1.1016 | 1.3152 | 0.8567 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 55.5556 | 52.9412 | 58.209 | 55.5556 | 52.9412 | 58.209 |
Ratio Avg Win / Avg Loss | 1.3207 | 1.7671 | 0.8919 | 0.8812 | 1.1691 | 0.6151 |
Largest Winning Trade | 266463 | 266463 | 64719 | 266463 | 266463 | 158755 |
Largest Losing Trade | -57584 | -24523 | -57584 | -211027 | -159043 | -211027 |
Avg Bars in Trades | 45 | 41 | 48 | 45 | 41 | 48 |
Avg Bars in Winners | 50 | 40 | 60 | 50 | 40 | 60 |
Avg Bars in Losers | 38 | 43 | 31 | 38 | 43 | 31 |
Bars Traded | 6085 | 2845 | 3240 | 6085 | 2845 | 3240 |
Profit Streak | 6.4153 | 6.4153 | 16.1653 | 6.4153 | 6.4153 | 16.1653 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460919 | -96228 | -240653 | -191446 | -158318 | -695817 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 4.41775 } }, "second_band": { "type": "hma", "factors": { "length": 114, "offset": 0 } } }
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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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