Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085109.0781 | 1139622.9452 | -54513.8671 | -70073.1111 | 10754.4079 | -80827.5189 |
Total P&L (%) | 1085.1091 | 1139.6229 | -54.5139 | -70.0731 | 10.7544 | -80.8275 |
Avg Daily Profit (%) | 0.4596 | 0.4827 | -0.0231 | -0.0511 | 0.0043 | -0.0699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149533 | -152358 | -153205 | -284271 | -175092 | -171196 |
Profit Factor | 2.2419 | 3.8833 | 0.8861 | 0.9107 | 1.0299 | 0.8099 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 37.8151 | 30 | 45.7627 | 37.8151 | 30 | 45.7627 |
Ratio Avg Win / Avg Loss | 3.6866 | 9.0611 | 1.0502 | 1.4976 | 2.4032 | 0.9599 |
Largest Winning Trade | 1268031 | 1268031 | 52631 | 147682 | 147682 | 74976 |
Largest Losing Trade | -51805 | -34360 | -51805 | -87046 | -48858 | -87046 |
Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Winners | 83 | 75 | 88 | 83 | 75 | 88 |
Avg Bars in Losers | 38 | 40 | 36 | 38 | 40 | 36 |
Bars Traded | 6607 | 3067 | 3540 | 6607 | 3067 | 3540 |
Profit Streak | 0 | 0 | 78.0573 | 0 | 0 | 78.0573 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363628 | -159805 | -756881 | -583534 | -693068 | -758548 |
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{ "first_band": { "type": "wma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 146, "multiplier": 2.80221 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 146, "multiplier": 2.80221 } } }
# | 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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