Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339181.9115 | 1400708.585 | -61526.6735 | 239914.1797 | 2554738.6432 | -2314824.4635 |
Total P&L (%) | 1339.1819 | 1400.7086 | -61.5267 | 239.9142 | 2554.7386 | -2314.8245 |
Avg Daily Profit (%) | 0.7365 | 0.7704 | -0.0338 | 0.0673 | 0.1805 | 0 |
Buy And Hold Return (%) | 708.3295 | 708.3295 | 708.3295 | 708.3295 | 708.3295 | 708.3295 |
Max Trade Drawdown | -191347 | -118406 | -128093 | -2643019 | -1257613 | -2587882 |
Profit Factor | 2.8192 | 5.5512 | 0.8564 | 1.0268 | 1.7603 | 0.5866 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 37.037 | 37.5 | 36.5854 | 37.037 | 37.5 | 36.5854 |
Ratio Avg Win / Avg Loss | 4.7927 | 9.252 | 1.4844 | 1.7455 | 2.9338 | 1.0168 |
Largest Winning Trade | 1150883 | 1150883 | 73280 | 1117685 | 1117685 | 397940 |
Largest Losing Trade | -45064 | -30687 | -45064 | -890627 | -515099 | -890627 |
Avg Bars in Trades | 86 | 72 | 99 | 86 | 72 | 99 |
Avg Bars in Winners | 147 | 107 | 188 | 147 | 107 | 188 |
Avg Bars in Losers | 49 | 51 | 48 | 49 | 51 | 48 |
Bars Traded | 6975 | 2895 | 4080 | 6975 | 2895 | 4080 |
Profit Streak | 0 | 88.7799 | 0 | 0 | 88.7799 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10932 | 352738 | -584292 | -480113 | 157046 | -584292 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 4.74039 } }, "second_band": { "type": "fwma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 4.74039 } }, "second_band": { "type": "fwma", "factors": { "length": 9, "offset": 0 } } }
# | 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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