Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540243.7989 | 613677.6215 | -73433.8226 | -70949.1031 | 134124.8587 | -205073.9618 |
Total P&L (%) | 540.2438 | 613.6776 | -73.4338 | -70.9491 | 134.1249 | -205.074 |
Avg Daily Profit (%) | 0.2892 | 0.3285 | -0.0393 | -0.0661 | 0.0455 | 0 |
Buy And Hold Return (%) | 56.8523 | 56.8523 | 56.8523 | 56.8523 | 56.8523 | 56.8523 |
Max Trade Drawdown | -310166 | -175846 | -157265 | -627818 | -299950 | -341251 |
Profit Factor | 1.4311 | 1.9284 | 0.876 | 0.9403 | 1.234 | 0.6671 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 91 | 37 | 54 | 91 | 37 | 54 |
Losing Trades | 123 | 70 | 53 | 123 | 70 | 53 |
Profitability (%) | 42.5234 | 34.5794 | 50.4673 | 42.5234 | 34.5794 | 50.4673 |
Ratio Avg Win / Avg Loss | 1.9343 | 3.6483 | 0.8598 | 1.271 | 2.3347 | 0.6548 |
Largest Winning Trade | 327042 | 327042 | 43211 | 185208 | 185208 | 95299 |
Largest Losing Trade | -43516 | -43516 | -41275 | -185330 | -147921 | -185330 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 36 | 42 | 31 | 36 | 42 | 31 |
Avg Bars in Losers | 16 | 18 | 13 | 16 | 18 | 13 |
Bars Traded | 5284 | 2871 | 2413 | 5284 | 2871 | 2413 |
Profit Streak | 0 | 0 | 126.9415 | 0 | 0 | 126.9415 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334295 | 245135 | -579222 | -580621 | -141774 | -579222 |
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{ "first_band": { "type": "hma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 1.15477 } } }
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# | 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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