Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205512.0342 | 1157750.9716 | 47761.0627 | 2516747.0636 | 1739842.9734 | 776904.0903 |
Total P&L (%) | 1205.512 | 1157.751 | 47.7611 | 2516.7471 | 1739.843 | 776.9041 |
Avg Daily Profit (%) | 0.6611 | 0.6349 | 0.0262 | 0.1792 | 0.1598 | 0.1191 |
Buy And Hold Return (%) | 969.3705 | 969.3705 | 969.3705 | 969.3705 | 969.3705 | 969.3705 |
Max Trade Drawdown | -121298 | -106360 | -95041 | -538014 | -438141 | -417963 |
Profit Factor | 2.9709 | 4.6818 | 1.1607 | 1.7671 | 2.0405 | 1.4829 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 47.4359 | 44.8718 | 50 | 47.4359 | 44.8718 | 50 |
Ratio Avg Win / Avg Loss | 3.2921 | 5.7519 | 1.1607 | 1.9581 | 2.5069 | 1.4829 |
Largest Winning Trade | 545164 | 545164 | 73871 | 665873 | 511803 | 665873 |
Largest Losing Trade | -41248 | -30490 | -41248 | -206281 | -206281 | -137433 |
Avg Bars in Trades | 66 | 64 | 69 | 66 | 64 | 69 |
Avg Bars in Winners | 94 | 90 | 97 | 94 | 90 | 97 |
Avg Bars in Losers | 42 | 43 | 40 | 42 | 43 | 40 |
Bars Traded | 10431 | 5044 | 5387 | 10431 | 5044 | 5387 |
Profit Streak | 25.274 | 102.274 | 25.274 | 25.274 | 102.274 | 25.274 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71494 | -121496 | -401324 | 309026 | -32178 | -232027 |
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{ "first_band": { "type": "fwma", "factors": { "length": 69, "offset": 193 } }, "second_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 2.82488 } } }
# | 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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