Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1462906.3715 | 1420600.9107 | 42305.4608 | 2582046.8881 | 2266184.5051 | 315862.3829 |
Total P&L (%) | 1462.9064 | 1420.6009 | 42.3055 | 2582.0469 | 2266.1845 | 315.8624 |
Avg Daily Profit (%) | 0.8052 | 0.7819 | 0.0233 | 0.1812 | 0.1743 | 0.0785 |
Buy And Hold Return (%) | 502.6508 | 502.6508 | 502.6508 | 502.6508 | 502.6508 | 502.6508 |
Max Trade Drawdown | -89292 | -91159 | -106961 | -2380163 | -2204193 | -1273583 |
Profit Factor | 3.0241 | 4.9713 | 1.1159 | 1.284 | 1.4447 | 1.0791 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 39.6694 | 40 | 39.3443 | 39.6694 | 40 | 39.3443 |
Ratio Avg Win / Avg Loss | 4.5991 | 7.4569 | 1.7203 | 1.9528 | 2.167 | 1.6636 |
Largest Winning Trade | 931685 | 931685 | 65257 | 2109542 | 2109542 | 1154013 |
Largest Losing Trade | -35089 | -19597 | -35089 | -966538 | -966538 | -510976 |
Avg Bars in Trades | 58 | 59 | 58 | 58 | 59 | 58 |
Avg Bars in Winners | 102 | 103 | 101 | 102 | 103 | 101 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 7120 | 3577 | 3543 | 7120 | 3577 | 3543 |
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 | 434156 | -155827 | -585568 | 145300 | -165220 | -552476 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 3.77345 } }, "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": 13, "offset": 0, "multiplier": 3.77345 } }, "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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