Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447950.0581 | 1411660.9695 | 36289.0886 | 1936362.5242 | 4843692.8121 | -2907330.2879 |
Total P&L (%) | 1447.9501 | 1411.661 | 36.2891 | 1936.3625 | 4843.6928 | -2907.3303 |
Avg Daily Profit (%) | 0.7937 | 0.7738 | 0.0199 | 0.1653 | 0.2141 | 0 |
Buy And Hold Return (%) | 815.9459 | 815.9459 | 815.9459 | 815.9459 | 815.9459 | 815.9459 |
Max Trade Drawdown | -127220 | -67664 | -83148 | -4171300 | -2037774 | -4325530 |
Profit Factor | 3.4947 | 6.9086 | 1.1063 | 1.1287 | 1.8901 | 0.6973 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 44.4444 | 47.2222 | 41.6667 | 44.4444 | 47.2222 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.3684 | 7.7214 | 1.5488 | 1.4109 | 2.1125 | 0.9763 |
Largest Winning Trade | 1103509 | 1103509 | 71019 | 2231180 | 2231180 | 1228517 |
Largest Losing Trade | -45064 | -30687 | -45064 | -1640072 | -948546 | -1640072 |
Avg Bars in Trades | 95 | 78 | 112 | 95 | 78 | 112 |
Avg Bars in Winners | 154 | 108 | 206 | 154 | 108 | 206 |
Avg Bars in Losers | 48 | 51 | 46 | 48 | 51 | 46 |
Bars Traded | 6887 | 2820 | 4067 | 6887 | 2820 | 4067 |
Profit Streak | 0 | 112.7999 | 0 | 0 | 112.7999 | 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 | -74532 | 441464 | -437825 | -161570 | 378629 | -584020 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 4.81279 } }, "second_band": { "type": "fwma", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 4.81279 } }, "second_band": { "type": "fwma", "factors": { "length": 223, "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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