Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269447.7753 | 41586.8403 | 227860.935 | 236569.9195 | -3434.2421 | 240004.1616 |
Total P&L (%) | 269.4478 | 41.5868 | 227.8609 | 236.5699 | -3.4342 | 240.0042 |
Avg Daily Profit (%) | 0.1763 | 0.0272 | 0.1491 | 0.0795 | -0.0023 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78508 | -51962 | -59311 | -231989 | -168093 | -172650 |
Profit Factor | 1.6699 | 1.1764 | 2.3687 | 1.1993 | 0.9947 | 1.4472 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 37.5 | 30.5556 | 44.4444 | 37.5 | 30.5556 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.7831 | 2.6736 | 2.9608 | 1.9989 | 2.2607 | 1.809 |
Largest Winning Trade | 91176 | 91176 | 67324 | 182384 | 182384 | 146463 |
Largest Losing Trade | -23943 | -23943 | -19499 | -92258 | -92258 | -58477 |
Avg Bars in Trades | 81 | 52 | 111 | 81 | 52 | 111 |
Avg Bars in Winners | 155 | 80 | 206 | 155 | 80 | 206 |
Avg Bars in Losers | 38 | 40 | 35 | 38 | 40 | 35 |
Bars Traded | 5900 | 1893 | 4007 | 5900 | 1893 | 4007 |
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 | -78056 | -191540 | 301492 | -175673 | -585564 | -86043 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 202, "offset": 0, "multiplier": 4.42903 } }, "second_band": { "type": "hma", "factors": { "length": 8, "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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