Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1454124.9068 | 1461810.6549 | -7685.7481 | 945533.2832 | 3024678.4079 | -2079145.1247 |
Total P&L (%) | 1454.1249 | 1461.8107 | -7.6857 | 945.5333 | 3024.6784 | -2079.1451 |
Avg Daily Profit (%) | 0.7996 | 0.8039 | -0.0042 | 0.1292 | 0.1895 | 0 |
Buy And Hold Return (%) | 634.6497 | 634.6497 | 634.6497 | 634.6497 | 634.6497 | 634.6497 |
Max Trade Drawdown | -137882 | -93100 | -76132 | -4289602 | -2560992 | -2474199 |
Profit Factor | 3.093 | 5.7782 | 0.9802 | 1.0779 | 1.5721 | 0.6963 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 41.573 | 43.1818 | 40 | 41.573 | 43.1818 | 40 |
Ratio Avg Win / Avg Loss | 4.3469 | 7.6029 | 1.4704 | 1.5149 | 2.0686 | 1.0444 |
Largest Winning Trade | 1150883 | 1150883 | 73903 | 2216940 | 2216940 | 661639 |
Largest Losing Trade | -45064 | -30687 | -45064 | -1124553 | -906615 | -1124553 |
Avg Bars in Trades | 78 | 65 | 90 | 78 | 65 | 90 |
Avg Bars in Winners | 127 | 97 | 158 | 127 | 97 | 158 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 6960 | 2890 | 4070 | 6960 | 2890 | 4070 |
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 | 399071 | 506706 | -582934 | -170292 | 240160 | -582934 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 4.40188 } }, "second_band": { "type": "fwma", "factors": { "length": 98, "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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