Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457039.0586 | 1406787.8072 | 50251.2515 | 2912757.7183 | 2049661.3979 | 863096.3204 |
Total P&L (%) | 1457.0391 | 1406.7878 | 50.2513 | 2912.7577 | 2049.6614 | 863.0963 |
Avg Daily Profit (%) | 0.8029 | 0.7752 | 0.0277 | 0.1878 | 0.1692 | 0.1249 |
Buy And Hold Return (%) | 665.8896 | 665.8896 | 665.8896 | 665.8896 | 665.8896 | 665.8896 |
Max Trade Drawdown | -91722 | -75556 | -70563 | -1904770 | -1474764 | -1060429 |
Profit Factor | 3.978 | 6.2315 | 1.228 | 1.5086 | 1.6199 | 1.3565 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 34.4828 | 43.3333 | 38.9831 | 34.4828 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.2265 | 11.8399 | 1.6059 | 2.3612 | 3.0779 | 1.7738 |
Largest Winning Trade | 653207 | 653207 | 71493 | 1776611 | 1776611 | 1091998 |
Largest Losing Trade | -38764 | -35856 | -38764 | -650359 | -650359 | -541041 |
Avg Bars in Trades | 88 | 95 | 81 | 88 | 95 | 81 |
Avg Bars in Winners | 150 | 184 | 124 | 150 | 184 | 124 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 5232 | 2777 | 2455 | 5232 | 2777 | 2455 |
Profit Streak | 0 | 102.8702 | 0 | 0 | 102.8702 | 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 | -169482 | 353368 | -323546 | -175548 | 81746 | -100606 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 4.63387 } }, "second_band": { "type": "fwma", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 4.63387 } }, "second_band": { "type": "fwma", "factors": { "length": 125, "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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