Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355418.2161 | 1344349.8717 | 11068.3444 | 1493874.5363 | 3840320.2422 | -2346445.7059 |
Total P&L (%) | 1355.4182 | 1344.3499 | 11.0683 | 1493.8745 | 3840.3202 | -2346.4457 |
Avg Daily Profit (%) | 0.7439 | 0.7378 | 0.0061 | 0.1521 | 0.2018 | 0 |
Buy And Hold Return (%) | 728.4238 | 728.4238 | 728.4238 | 728.4238 | 728.4238 | 728.4238 |
Max Trade Drawdown | -135740 | -71345 | -83146 | -3215626 | -1655876 | -3071126 |
Profit Factor | 3.0698 | 5.7831 | 1.0296 | 1.1099 | 1.7129 | 0.7139 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.6837 | 6.9398 | 1.2355 | 1.3319 | 2.0554 | 0.8567 |
Largest Winning Trade | 1011824 | 1011824 | 74108 | 1619598 | 1619598 | 954400 |
Largest Losing Trade | -37778 | -30687 | -37778 | -901157 | -769975 | -901157 |
Avg Bars in Trades | 38 | 34 | 42 | 38 | 34 | 42 |
Avg Bars in Winners | 60 | 49 | 72 | 60 | 49 | 72 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 3390 | 1499 | 1891 | 3390 | 1499 | 1891 |
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 | 331249 | 409544 | -540149 | -100047 | 303782 | -582487 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 2.73661 } }, "second_band": { "type": "fwma", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 2.73661 } }, "second_band": { "type": "fwma", "factors": { "length": 147, "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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