Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934100.935 | 868644.9578 | 65455.9772 | 6240015.5008 | 9819172.3954 | -3579156.8945 |
Total P&L (%) | 934.1009 | 868.645 | 65.456 | 6240.0155 | 9819.1724 | -3579.1569 |
Avg Daily Profit (%) | 0.5136 | 0.4776 | 0.036 | 0.2284 | 0.2531 | 0 |
Buy And Hold Return (%) | 673.1835 | 673.1835 | 673.1835 | 673.1835 | 673.1835 | 673.1835 |
Max Trade Drawdown | -84374 | -91388 | -75895 | -7660190 | -4439724 | -5140854 |
Profit Factor | 1.9756 | 2.9923 | 1.1255 | 1.1571 | 1.5685 | 0.8405 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Losing Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Profitability (%) | 44.9761 | 48.0769 | 41.9048 | 44.9761 | 48.0769 | 41.9048 |
Ratio Avg Win / Avg Loss | 2.4169 | 3.2317 | 1.5604 | 1.4156 | 1.694 | 1.1652 |
Largest Winning Trade | 251033 | 251033 | 76494 | 3168190 | 3168190 | 2529863 |
Largest Losing Trade | -30213 | -23352 | -30213 | -2467847 | -1155187 | -2467847 |
Avg Bars in Trades | 25 | 20 | 29 | 25 | 20 | 29 |
Avg Bars in Winners | 39 | 29 | 50 | 39 | 29 | 50 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 5242 | 2140 | 3102 | 5242 | 2140 | 3102 |
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 | -31305 | -60066 | -395096 | -39981 | 380883 | -582256 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 151, "offset": 0, "multiplier": 2.55199 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
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# | 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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