Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374846.8912 | 365689.6033 | 9157.2879 | -24290.5432 | -147759.1895 | 123468.6463 |
Total P&L (%) | 374.8469 | 365.6896 | 9.1573 | -24.2905 | -147.7592 | 123.4686 |
Avg Daily Profit (%) | 0.1497 | 0.1461 | 0.0037 | -0.0111 | 0 | 0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127007 | -89598 | -156368 | -377863 | -424695 | -170090 |
Profit Factor | 1.2847 | 1.5444 | 1.0142 | 0.9881 | 0.8826 | 1.1593 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 54.3478 | 55.6522 | 53.0435 | 54.3478 | 55.6522 | 53.0435 |
Ratio Avg Win / Avg Loss | 1.0791 | 1.2307 | 0.8978 | 0.83 | 0.7033 | 1.0263 |
Largest Winning Trade | 153275 | 153275 | 50983 | 85213 | 85213 | 57681 |
Largest Losing Trade | -61673 | -61673 | -51771 | -207575 | -207575 | -78777 |
Avg Bars in Trades | 20 | 24 | 16 | 20 | 24 | 16 |
Avg Bars in Winners | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Losers | 23 | 30 | 16 | 23 | 30 | 16 |
Bars Traded | 4736 | 2849 | 1887 | 4736 | 2849 | 1887 |
Profit Streak | 53.2229 | 0 | 75.2229 | 53.2229 | 0 | 75.2229 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339503 | 154601 | -558893 | -578170 | -580015 | -193840 |
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{ "first_band": { "type": "wma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 2.28557 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 2.28557 } } }
# | 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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