Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312142.5125 | 260497.8801 | 51644.6324 | 176669.5364 | 177872.1116 | -1202.5752 |
Total P&L (%) | 312.1425 | 260.4979 | 51.6446 | 176.6695 | 177.8721 | -1.2026 |
Avg Daily Profit (%) | 0.1675 | 0.1398 | 0.0277 | 0.0546 | 0.0549 | -0.0006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102204 | -71581 | -148339 | -155062 | -119021 | -141659 |
Profit Factor | 1.4558 | 1.8006 | 1.1437 | 1.1649 | 1.3339 | 0.9978 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 53.3333 | 51.6667 | 55 | 53.3333 | 51.6667 | 55 |
Ratio Avg Win / Avg Loss | 1.2739 | 1.6844 | 0.9358 | 1.0193 | 1.2479 | 0.8164 |
Largest Winning Trade | 74739 | 74739 | 54060 | 89424 | 86846 | 89424 |
Largest Losing Trade | -41235 | -36213 | -41235 | -67212 | -62875 | -67212 |
Avg Bars in Trades | 29 | 19 | 38 | 29 | 19 | 38 |
Avg Bars in Winners | 31 | 13 | 48 | 31 | 13 | 48 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 3522 | 1187 | 2335 | 3522 | 1187 | 2335 |
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 | 338682 | -171690 | -389729 | -158073 | -288057 | -749310 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 176, "offset": 0, "multiplier": 3.38693 } }, "second_band": { "type": "hma", "factors": { "length": 92, "offset": 0 } } }
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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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