Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272739.3368 | 581860.7709 | -309121.4341 | -99227.3504 | 2792219.8202 | -2891447.1706 |
Total P&L (%) | 272.7393 | 581.8608 | -309.1214 | -99.2274 | 2792.2198 | -2891.4472 |
Avg Daily Profit (%) | 0.1498 | 0.3195 | -0.1698 | -0.2667 | 0.1849 | 0 |
Buy And Hold Return (%) | 601.1904 | 601.1904 | 601.1904 | 601.1904 | 601.1904 | 601.1904 |
Max Trade Drawdown | -530918 | -223481 | -410017 | -6596045 | -2679884 | -4968528 |
Profit Factor | 1.1427 | 1.5948 | 0.6686 | 0.9925 | 1.4877 | 0.6157 |
Total Trades | 403 | 202 | 201 | 403 | 202 | 201 |
Winning Trades | 185 | 97 | 88 | 185 | 97 | 88 |
Losing Trades | 218 | 105 | 113 | 218 | 105 | 113 |
Profitability (%) | 45.9057 | 48.0198 | 43.7811 | 45.9057 | 48.0198 | 43.7811 |
Ratio Avg Win / Avg Loss | 1.3466 | 1.7264 | 0.8585 | 1.1696 | 1.6104 | 0.7906 |
Largest Winning Trade | 357659 | 357659 | 28421 | 2196654 | 2196654 | 856044 |
Largest Losing Trade | -82210 | -53874 | -82210 | -2379681 | -877153 | -2379681 |
Avg Bars in Trades | 13 | 16 | 10 | 13 | 16 | 10 |
Avg Bars in Winners | 14 | 17 | 10 | 14 | 17 | 10 |
Avg Bars in Losers | 12 | 15 | 9 | 12 | 15 | 9 |
Bars Traded | 5344 | 3321 | 2022 | 5344 | 3321 | 2022 |
Profit Streak | 6.6327 | 33.9661 | 0 | 6.6327 | 33.9661 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -220934 | -152266 | -582421 | -577630 | 362058 | -582421 |
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{ "first_band": { "type": "fwma", "factors": { "length": 87, "offset": 16 } }, "second_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 2.67504 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 87, "offset": 16 } }, "second_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 2.67504 } } }
# | 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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