Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411377.2609 | 1430128.2316 | -18750.9707 | 678572.1699 | 1797122.9524 | -1118550.7825 |
Total P&L (%) | 1411.3773 | 1430.1282 | -18.751 | 678.5722 | 1797.123 | -1118.5508 |
Avg Daily Profit (%) | 0.7725 | 0.7828 | -0.0103 | 0.1124 | 0.1612 | 0 |
Buy And Hold Return (%) | 669.9183 | 669.9183 | 669.9183 | 669.9183 | 669.9183 | 669.9183 |
Max Trade Drawdown | -200925 | -108102 | -124856 | -2857908 | -1574651 | -1402996 |
Profit Factor | 2.9494 | 4.7971 | 0.946 | 1.0897 | 1.4571 | 0.692 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 34.7368 | 34.0426 | 35.4167 | 34.7368 | 34.0426 | 35.4167 |
Ratio Avg Win / Avg Loss | 5.5412 | 9.2944 | 1.7251 | 2.0474 | 2.8231 | 1.2618 |
Largest Winning Trade | 956508 | 956508 | 75147 | 2697386 | 2697386 | 501985 |
Largest Losing Trade | -49044 | -32495 | -49044 | -581531 | -581531 | -515192 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 71 | 68 | 74 | 71 | 68 | 74 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 3494 | 1592 | 1902 | 3494 | 1592 | 1902 |
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 | 241342 | 307799 | -583582 | -330693 | 12362 | -584693 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 3.42634 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.47762, "nc": 0.04752 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 3.42634 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.47762, "nc": 0.04752 } } }
# | 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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