Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488180.2676 | 297313.5695 | 190866.6981 | 264711.3801 | -130053.5155 | 394764.8956 |
Total P&L (%) | 488.1803 | 297.3136 | 190.8667 | 264.7114 | -130.0535 | 394.7649 |
Avg Daily Profit (%) | 0.2705 | 0.1647 | 0.1057 | 0.0717 | 0 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131755 | -102041 | -54950 | -1978325 | -1435344 | -1119360 |
Profit Factor | 1.511 | 1.5162 | 1.5031 | 1.0274 | 0.9762 | 1.0944 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 42.8571 | 37.931 | 47.8261 | 42.8571 | 37.931 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.0146 | 2.481 | 1.6397 | 1.3699 | 1.5974 | 1.1939 |
Largest Winning Trade | 293450 | 293450 | 51955 | 889927 | 889927 | 421410 |
Largest Losing Trade | -34434 | -26140 | -34434 | -655603 | -353028 | -655603 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 10570 | 5103 | 5467 | 10570 | 5103 | 5467 |
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 | 328991 | 176266 | -50473 | -289099 | -582939 | -192422 |
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{ "first_band": { "type": "pwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 3.13718 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 3.13718 } } }
# | 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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