Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387347.0054 | 451473.2183 | -64126.2129 | -68729.6637 | 64769.9406 | -133499.6043 |
Total P&L (%) | 387.347 | 451.4732 | -64.1262 | -68.7297 | 64.7699 | -133.4996 |
Avg Daily Profit (%) | 0.2066 | 0.2408 | -0.0342 | -0.062 | 0.0266 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172663 | -127929 | -131062 | -117766 | -24401 | -72880 |
Profit Factor | 1.3336 | 1.9199 | 0.9043 | 0.7801 | 1.7432 | 0.4076 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 49.3056 | 48.6111 | 50 | 49.3056 | 48.6111 | 50 |
Ratio Avg Win / Avg Loss | 1.3711 | 2.0296 | 0.9043 | 0.802 | 1.8428 | 0.4076 |
Largest Winning Trade | 240067 | 240067 | 41665 | 33442 | 33442 | 11600 |
Largest Losing Trade | -65402 | -53780 | -65402 | -79198 | -20431 | -79198 |
Avg Bars in Trades | 47 | 58 | 36 | 47 | 58 | 36 |
Avg Bars in Winners | 51 | 60 | 42 | 51 | 60 | 42 |
Avg Bars in Losers | 43 | 57 | 29 | 43 | 57 | 29 |
Bars Traded | 6838 | 4231 | 2607 | 6838 | 4231 | 2607 |
Profit Streak | 67.3708 | 0 | 67.6208 | 67.3708 | 0 | 67.6208 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310903 | -68382 | -659677 | -580108 | -234327 | -659677 |
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{ "first_band": { "type": "wma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 4.83406 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 4.83406 } } }
# | 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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