Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401839.4035 | 1367466.3559 | 34373.0476 | 1979982.415 | 2263173.9951 | -283191.5801 |
Total P&L (%) | 1401.8394 | 1367.4664 | 34.373 | 1979.9824 | 2263.174 | -283.1916 |
Avg Daily Profit (%) | 0.7677 | 0.7489 | 0.0188 | 0.1663 | 0.1733 | 0 |
Buy And Hold Return (%) | 619.6848 | 619.6848 | 619.6848 | 619.6848 | 619.6848 | 619.6848 |
Max Trade Drawdown | -120319 | -83049 | -95521 | -1066194 | -1148039 | -719663 |
Profit Factor | 3.2217 | 5.3482 | 1.1086 | 1.2874 | 1.618 | 0.9123 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 40.2062 | 35.4167 | 44.898 | 40.2062 | 35.4167 | 44.898 |
Ratio Avg Win / Avg Loss | 4.7913 | 9.7527 | 1.3606 | 1.9145 | 2.9505 | 1.1196 |
Largest Winning Trade | 911836 | 911836 | 75327 | 2095688 | 2095688 | 773981 |
Largest Losing Trade | -50697 | -25801 | -50697 | -385010 | -385010 | -332625 |
Avg Bars in Trades | 72 | 67 | 76 | 72 | 67 | 76 |
Avg Bars in Winners | 122 | 128 | 118 | 122 | 128 | 118 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 6988 | 3262 | 3726 | 6988 | 3262 | 3726 |
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 | 372841 | 348697 | -436427 | 85678 | 99324 | -580999 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 4.63395 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 4.63395 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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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