Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353966.9335 | 1241811.4812 | 112155.4523 | 13119431.1766 | 9929096.4436 | 3190334.733 |
Total P&L (%) | 1353.9669 | 1241.8115 | 112.1555 | 13119.4312 | 9929.0964 | 3190.3347 |
Avg Daily Profit (%) | 0.7408 | 0.6795 | 0.0614 | 0.2676 | 0.2524 | 0.1913 |
Buy And Hold Return (%) | 863.3353 | 863.3353 | 863.3353 | 863.3353 | 863.3353 | 863.3353 |
Max Trade Drawdown | -59481 | -73820 | -61456 | -4977056 | -2250487 | -4054879 |
Profit Factor | 4.4647 | 8.2647 | 1.5101 | 1.7608 | 2.1802 | 1.3612 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 50 | 47.9167 | 52.0833 | 50 | 47.9167 | 52.0833 |
Ratio Avg Win / Avg Loss | 4.4647 | 8.9834 | 1.3893 | 1.7608 | 2.3698 | 1.2523 |
Largest Winning Trade | 619358 | 619358 | 73367 | 6056763 | 6056763 | 5600030 |
Largest Losing Trade | -33829 | -18395 | -33829 | -1805668 | -1582062 | -1805668 |
Avg Bars in Trades | 54 | 50 | 57 | 54 | 50 | 57 |
Avg Bars in Winners | 78 | 80 | 75 | 78 | 80 | 75 |
Avg Bars in Losers | 30 | 22 | 38 | 30 | 22 | 38 |
Bars Traded | 5200 | 2422 | 2778 | 5200 | 2422 | 2778 |
Profit Streak | 0 | 25.0246 | 0 | 0 | 25.0246 | 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 | 379853 | -8904 | -275037 | 439555 | 448405 | 226343 |
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{ "first_band": { "type": "pwma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 1.0297 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 1.0297 } } }
# | 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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