Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177771.9698 | 104692.6939 | 73079.2759 | 251126.9303 | 190780.6834 | 60346.2468 |
Total P&L (%) | 177.772 | 104.6927 | 73.0793 | 251.1269 | 190.7807 | 60.3462 |
Avg Daily Profit (%) | 0.3413 | 0.201 | 0.1403 | 0.2414 | 0.2052 | 0.0907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47064 | -35383 | -38591 | -207946 | -108184 | -160349 |
Profit Factor | 1.3088 | 1.3653 | 1.2527 | 1.1603 | 1.2449 | 1.0767 |
Total Trades | 417 | 208 | 209 | 417 | 208 | 209 |
Winning Trades | 183 | 87 | 96 | 183 | 87 | 96 |
Losing Trades | 234 | 121 | 113 | 234 | 121 | 113 |
Profitability (%) | 43.8849 | 41.8269 | 45.933 | 43.8849 | 41.8269 | 45.933 |
Ratio Avg Win / Avg Loss | 1.6735 | 1.8988 | 1.4746 | 1.4837 | 1.7314 | 1.2673 |
Largest Winning Trade | 38146 | 38146 | 24463 | 78416 | 78416 | 53764 |
Largest Losing Trade | -14060 | -14060 | -10467 | -44352 | -42458 | -44352 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 89 | 87 | 91 | 89 | 87 | 91 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 24479 | 11759 | 12720 | 24479 | 11759 | 12720 |
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 | 335166 | 216347 | -7539 | -36947 | 191135 | -210331 |
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{ "first_band": { "type": "pwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 120, "offset": 0, "multiplier": 2.38989 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 120, "offset": 0, "multiplier": 2.38989 } } }
# | 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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