Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180886.0653 | 1119764.2625 | 61121.8028 | 334149.9915 | 756119.4309 | -421969.4394 |
Total P&L (%) | 1180.8861 | 1119.7643 | 61.1218 | 334.15 | 756.1194 | -421.9694 |
Avg Daily Profit (%) | 0.6345 | 0.6017 | 0.0328 | 0.0789 | 0.1154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114269 | -122778 | -119021 | -892926 | -595857 | -1080836 |
Profit Factor | 2.8615 | 4.2684 | 1.2095 | 1.0949 | 1.4527 | 0.7721 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 42.1053 | 34.0426 | 50 | 42.1053 | 34.0426 | 50 |
Ratio Avg Win / Avg Loss | 3.9345 | 8.2701 | 1.2095 | 1.5055 | 2.8146 | 0.7721 |
Largest Winning Trade | 1072156 | 1072156 | 47809 | 978539 | 978539 | 251060 |
Largest Losing Trade | -44112 | -27926 | -44112 | -454784 | -233149 | -454784 |
Avg Bars in Trades | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Winners | 62 | 74 | 54 | 62 | 74 | 54 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 3678 | 1872 | 1806 | 3678 | 1872 | 1806 |
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 | 518313 | 453781 | -149986 | -205427 | -42455 | -580689 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 3, "offset": 0, "multiplier": 2.88708 } }, "second_band": { "type": "hma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 3, "offset": 0, "multiplier": 2.88708 } }, "second_band": { "type": "hma", "factors": { "length": 23, "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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