Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1383930.2293 | 1383347.7201 | 582.5092 | 791248.7552 | 1299823.8796 | -508575.1245 |
Total P&L (%) | 1383.9302 | 1383.3477 | 0.5825 | 791.2488 | 1299.8239 | -508.5751 |
Avg Daily Profit (%) | 0.7578 | 0.7574 | 0.0003 | 0.1198 | 0.1446 | 0 |
Buy And Hold Return (%) | 681.3042 | 681.3042 | 681.3042 | 681.3042 | 681.3042 | 681.3042 |
Max Trade Drawdown | -132186 | -81460 | -121787 | -700273 | -472570 | -642575 |
Profit Factor | 3.0309 | 5.3651 | 1.0016 | 1.2179 | 1.7159 | 0.7198 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 38.8235 | 38.0952 | 39.5349 | 38.8235 | 38.0952 | 39.5349 |
Ratio Avg Win / Avg Loss | 4.776 | 8.7183 | 1.5319 | 1.9192 | 2.7884 | 1.1008 |
Largest Winning Trade | 915621 | 915621 | 73940 | 995474 | 995474 | 257202 |
Largest Losing Trade | -65396 | -29075 | -65396 | -256272 | -242626 | -256272 |
Avg Bars in Trades | 61 | 55 | 68 | 61 | 55 | 68 |
Avg Bars in Winners | 112 | 101 | 123 | 112 | 101 | 123 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 5261 | 2322 | 2939 | 5261 | 2322 | 2939 |
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 | 280624 | 345336 | -579835 | -151594 | -8429 | -583130 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 4.18746 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 4.18746 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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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