Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751359.6898 | 637618.2237 | 113741.466 | 3897246.011 | 225799.1623 | 3671446.8487 |
Total P&L (%) | 751.3597 | 637.6182 | 113.7415 | 3897.246 | 225.7992 | 3671.4468 |
Avg Daily Profit (%) | 0.4173 | 0.3541 | 0.0632 | 0.2051 | 0.0656 | 0.2018 |
Buy And Hold Return (%) | 277.0527 | 277.0527 | 277.0527 | 277.0527 | 277.0527 | 277.0527 |
Max Trade Drawdown | -92900 | -127090 | -107687 | -4377098 | -7195999 | -3108472 |
Profit Factor | 1.9621 | 2.6433 | 1.2894 | 1.1407 | 1.0145 | 1.3017 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 43.4783 | 44.9275 | 42.029 | 43.4783 | 44.9275 | 42.029 |
Ratio Avg Win / Avg Loss | 2.5507 | 3.2401 | 1.7785 | 1.4829 | 1.2436 | 1.7955 |
Largest Winning Trade | 193133 | 193133 | 68226 | 2523074 | 2523074 | 2319946 |
Largest Losing Trade | -32119 | -28810 | -32119 | -1426952 | -1426952 | -919937 |
Avg Bars in Trades | 24 | 17 | 32 | 24 | 17 | 32 |
Avg Bars in Winners | 32 | 15 | 50 | 32 | 15 | 50 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 3397 | 1173 | 2224 | 3397 | 1173 | 2224 |
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 | 301028 | -94135 | -378282 | -59591 | -579282 | -95799 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 2.17528 } }, "second_band": { "type": "pwma", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 2.17528 } }, "second_band": { "type": "pwma", "factors": { "length": 3, "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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