Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970476.7868 | 838125.3208 | 132351.4659 | 18949879.8969 | 14163786.9808 | 4786092.9161 |
Total P&L (%) | 970.4768 | 838.1253 | 132.3515 | 18949.8799 | 14163.787 | 4786.0929 |
Avg Daily Profit (%) | 0.5326 | 0.46 | 0.0726 | 0.2885 | 0.2726 | 0.2137 |
Buy And Hold Return (%) | 727.6866 | 727.6866 | 727.6866 | 727.6866 | 727.6866 | 727.6866 |
Max Trade Drawdown | -96285 | -72595 | -41662 | -12957125 | -12784950 | -10978993 |
Profit Factor | 2.6746 | 4.2168 | 1.4149 | 1.3102 | 1.4858 | 1.1499 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 51.4851 | 54 | 49.0196 | 51.4851 | 54 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.5203 | 3.5921 | 1.4715 | 1.2346 | 1.2657 | 1.1959 |
Largest Winning Trade | 216144 | 216144 | 70954 | 11037766 | 11037766 | 6181205 |
Largest Losing Trade | -35945 | -25684 | -35945 | -4852965 | -4852965 | -2982242 |
Avg Bars in Trades | 33 | 25 | 41 | 33 | 25 | 41 |
Avg Bars in Winners | 46 | 32 | 61 | 46 | 32 | 61 |
Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
Bars Traded | 3368 | 1256 | 2112 | 3368 | 1256 | 2112 |
Profit Streak | 0 | 167.6937 | 0 | 0 | 167.6937 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45532 | -279372 | -441379 | 338482 | -168413 | -228204 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 191, "offset": 0, "multiplier": 2.9168 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.15628 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 191, "offset": 0, "multiplier": 2.9168 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.15628 } } }
# | 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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