Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259750.2681 | 48148.5366 | 211601.7315 | 22933.4874 | -203997.2716 | 226930.7591 |
Total P&L (%) | 259.7503 | 48.1485 | 211.6017 | 22.9335 | -203.9973 | 226.9308 |
Avg Daily Profit (%) | 0.169 | 0.0313 | 0.1377 | 0.0134 | 0 | 0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94349 | -109257 | -75939 | -184210 | -339081 | -171065 |
Profit Factor | 1.2793 | 1.0923 | 1.5182 | 1.0136 | 0.7948 | 1.3287 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 118 | 55 | 63 | 118 | 55 | 63 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 65.1934 | 60.4396 | 70 | 65.1934 | 60.4396 | 70 |
Ratio Avg Win / Avg Loss | 0.683 | 0.715 | 0.6507 | 0.5412 | 0.5202 | 0.5695 |
Largest Winning Trade | 33923 | 33923 | 20928 | 36167 | 36167 | 34694 |
Largest Losing Trade | -63505 | -57258 | -63505 | -129797 | -129797 | -91805 |
Avg Bars in Trades | 49 | 57 | 42 | 49 | 57 | 42 |
Avg Bars in Winners | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Losers | 84 | 101 | 62 | 84 | 101 | 62 |
Bars Traded | 9016 | 5227 | 3789 | 9016 | 5227 | 3789 |
Profit Streak | 5.2672 | 59.9339 | 0 | 5.2672 | 59.9339 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333923 | -270629 | -6956 | -383418 | -578225 | -88867 |
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{ "first_band": { "type": "fwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 3.36932 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 3.36932 } } }
# | 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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