Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027482.1222 | 1020453.0781 | 7029.0441 | 769408.5241 | -1527031.4001 | 2296439.9241 |
Total P&L (%) | 1027.4821 | 1020.4531 | 7.029 | 769.4085 | -1527.0314 | 2296.4399 |
Avg Daily Profit (%) | 0.5671 | 0.5632 | 0.0039 | 0.1194 | 0 | 0.1755 |
Buy And Hold Return (%) | 492.4566 | 492.4566 | 492.4566 | 492.4566 | 492.4566 | 492.4566 |
Max Trade Drawdown | -294135 | -209545 | -188538 | -12537633 | -11956755 | -4865268 |
Profit Factor | 2.0393 | 3.0173 | 1.0146 | 1.0274 | 0.9096 | 1.2047 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 49.0446 | 48.1013 | 50 | 49.0446 | 48.1013 | 50 |
Ratio Avg Win / Avg Loss | 2.1187 | 3.2555 | 1.0146 | 1.0674 | 0.9814 | 1.2047 |
Largest Winning Trade | 695486 | 695486 | 46829 | 3899945 | 2562328 | 3899945 |
Largest Losing Trade | -41116 | -36086 | -41116 | -3038273 | -3038273 | -2189698 |
Avg Bars in Trades | 44 | 58 | 30 | 44 | 58 | 30 |
Avg Bars in Winners | 48 | 62 | 34 | 48 | 62 | 34 |
Avg Bars in Losers | 41 | 54 | 26 | 41 | 54 | 26 |
Bars Traded | 7016 | 4620 | 2397 | 7016 | 4620 | 2397 |
Profit Streak | 56.424 | 57.174 | 56.424 | 56.424 | 57.174 | 56.424 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381264 | -16218 | -591820 | -231513 | -607494 | -28199 |
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{ "first_band": { "type": "wma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 135, "offset": 0, "multiplier": 4.39347 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 135, "offset": 0, "multiplier": 4.39347 } } }
# | 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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