Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154673.5857 | -21078.1033 | 175751.689 | 55291.8477 | -77475.5227 | 132767.3703 |
Total P&L (%) | 154.6736 | -21.0781 | 175.7517 | 55.2918 | -77.4755 | 132.7674 |
Avg Daily Profit (%) | 0.1489 | -0.0203 | 0.1692 | 0.0424 | -0.1434 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106708 | -158689 | -38544 | -160612 | -179762 | -38128 |
Profit Factor | 1.3184 | 0.9377 | 2.1907 | 1.1308 | 0.7518 | 2.2014 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 65.625 | 64.5833 | 66.6667 | 65.625 | 64.5833 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6906 | 0.5142 | 1.0953 | 0.5923 | 0.4123 | 1.1007 |
Largest Winning Trade | 20707 | 20707 | 20210 | 26447 | 24332 | 26447 |
Largest Losing Trade | -44730 | -44730 | -15725 | -83376 | -83376 | -15598 |
Avg Bars in Trades | 40 | 54 | 27 | 40 | 54 | 27 |
Avg Bars in Winners | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Losers | 69 | 97 | 38 | 69 | 97 | 38 |
Bars Traded | 3932 | 2603 | 1329 | 3932 | 2603 | 1329 |
Profit Streak | 73.6759 | 96.1759 | 73.6759 | 73.6759 | 96.1759 | 73.6759 |
Trades During Streak | 14 | 9 | 7 | 14 | 9 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305407 | -577196 | 522505 | -211305 | -577196 | -77163 |
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{ "first_band": { "type": "fwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 2.78434 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 2.78434 } } }
# | 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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