Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485490.5005 | 1476499.5859 | 8990.9146 | 1087604.568 | 2711795.1199 | -1624190.5519 |
Total P&L (%) | 1485.4905 | 1476.4996 | 8.9909 | 1087.6046 | 2711.7951 | -1624.1906 |
Avg Daily Profit (%) | 0.8152 | 0.8102 | 0.0049 | 0.1359 | 0.1833 | 0 |
Buy And Hold Return (%) | 813.3183 | 813.3183 | 813.3183 | 813.3183 | 813.3183 | 813.3183 |
Max Trade Drawdown | -102659 | -87840 | -77589 | -2874055 | -2034880 | -2465041 |
Profit Factor | 2.7789 | 4.7234 | 1.0205 | 1.0781 | 1.4377 | 0.7898 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 44.2623 | 44.2623 | 44.2623 | 44.2623 | 44.2623 | 44.2623 |
Ratio Avg Win / Avg Loss | 3.4994 | 5.948 | 1.2851 | 1.3576 | 1.8104 | 0.9946 |
Largest Winning Trade | 1187037 | 1187037 | 64801 | 1388177 | 1388177 | 806309 |
Largest Losing Trade | -29251 | -22709 | -29251 | -949322 | -620756 | -949322 |
Avg Bars in Trades | 43 | 38 | 47 | 43 | 38 | 47 |
Avg Bars in Winners | 69 | 60 | 78 | 69 | 60 | 78 |
Avg Bars in Losers | 22 | 20 | 23 | 22 | 20 | 23 |
Bars Traded | 5251 | 2342 | 2909 | 5251 | 2342 | 2909 |
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 | 307047 | -151264 | -713889 | -208586 | -156794 | -744689 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 3.04321 } }, "second_band": { "type": "fwma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 3.04321 } }, "second_band": { "type": "fwma", "factors": { "length": 138, "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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