Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266479.6017 | 138225.6263 | 128253.9754 | 527446.204 | 356522.819 | 170923.385 |
Total P&L (%) | 266.4796 | 138.2256 | 128.254 | 527.4462 | 356.5228 | 170.9234 |
Avg Daily Profit (%) | 0.2863 | 0.1485 | 0.1378 | 0.1975 | 0.1633 | 0.1071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83785 | -71565 | -68897 | -372735 | -179267 | -250029 |
Profit Factor | 1.6801 | 1.758 | 1.6122 | 1.4704 | 1.7279 | 1.2707 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 61.8644 | 64.4068 | 59.322 | 61.8644 | 64.4068 | 59.322 |
Ratio Avg Win / Avg Loss | 1.0357 | 0.9715 | 1.1055 | 0.9064 | 0.9549 | 0.8713 |
Largest Winning Trade | 42475 | 42475 | 38604 | 159298 | 159298 | 88418 |
Largest Losing Trade | -24262 | -17300 | -24262 | -194668 | -72849 | -194668 |
Avg Bars in Trades | 21 | 16 | 25 | 21 | 16 | 25 |
Avg Bars in Winners | 17 | 10 | 25 | 17 | 10 | 25 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 2509 | 995 | 1514 | 2509 | 995 | 1514 |
Profit Streak | 44.1575 | 44.1575 | 47.1575 | 44.1575 | 44.1575 | 47.1575 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487694 | -168201 | -181756 | 381298 | -166176 | -226337 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 180, "offset": 0, "multiplier": 3.36085 } }, "second_band": { "type": "hma", "factors": { "length": 107, "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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