Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580012.7737 | 362640.1237 | 217372.65 | 2065339.3815 | 1705782.1141 | 359557.2674 |
Total P&L (%) | 580.0128 | 362.6401 | 217.3727 | 2065.3394 | 1705.7821 | 359.5573 |
Avg Daily Profit (%) | 0.2439 | 0.1525 | 0.0914 | 0.1294 | 0.1217 | 0.0641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133151 | -59953 | -113862 | -732119 | -406324 | -828112 |
Profit Factor | 1.6869 | 1.975 | 1.4601 | 1.4165 | 1.9038 | 1.117 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 56.6138 | 57.4468 | 55.7895 | 56.6138 | 57.4468 | 55.7895 |
Ratio Avg Win / Avg Loss | 1.2928 | 1.463 | 1.157 | 1.0855 | 1.4102 | 0.8852 |
Largest Winning Trade | 65389 | 65389 | 47723 | 446028 | 446028 | 407252 |
Largest Losing Trade | -53702 | -44260 | -53702 | -533646 | -343364 | -533646 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 4561 | 2267 | 2294 | 4561 | 2267 | 2294 |
Profit Streak | 0 | 195.5817 | 0 | 0 | 195.5817 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454400 | 423759 | -69161 | -16970 | -25664 | -200005 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 1.91463 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.06344, "nb": 0.1, "nc": 0.41471 } } }
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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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