Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750047.3838 | 1568011.7801 | 182035.6038 | 34334440.1552 | 29501475.005 | 4832965.1503 |
Total P&L (%) | 1750.0474 | 1568.0118 | 182.0356 | 34334.4402 | 29501.475 | 4832.9652 |
Avg Daily Profit (%) | 0.9582 | 0.8586 | 0.0997 | 0.3204 | 0.3121 | 0.2137 |
Buy And Hold Return (%) | 691.7808 | 691.7808 | 691.7808 | 691.7808 | 691.7808 | 691.7808 |
Max Trade Drawdown | -67148 | -68028 | -47438 | -48196827 | -38066052 | -21707836 |
Profit Factor | 3.6673 | 5.4852 | 1.5939 | 1.2762 | 1.4293 | 1.087 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 47.2868 | 42.1875 | 52.3077 | 47.2868 | 42.1875 | 52.3077 |
Ratio Avg Win / Avg Loss | 4.0881 | 7.5167 | 1.4532 | 1.4227 | 1.9586 | 0.9911 |
Largest Winning Trade | 929321 | 929321 | 53261 | 35035121 | 35035121 | 13253695 |
Largest Losing Trade | -23188 | -23188 | -21684 | -13540588 | -12689268 | -13540588 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 65 | 69 | 61 | 65 | 69 | 61 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 5337 | 2662 | 2675 | 5337 | 2662 | 2675 |
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 | 571633 | -126240 | -355188 | 298508 | -131515 | -249770 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.6053 } }, "second_band": { "type": "fwma", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.6053 } }, "second_band": { "type": "fwma", "factors": { "length": 82, "offset": 0 } } }
# | 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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