Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330420.9039 | 228257.4124 | 102163.4915 | 191283.8704 | 241630.0769 | -50346.2065 |
Total P&L (%) | 330.4209 | 228.2574 | 102.1635 | 191.2839 | 241.6301 | -50.3462 |
Avg Daily Profit (%) | 0.2647 | 0.1829 | 0.0818 | 0.0857 | 0.0985 | -0.0561 |
Buy And Hold Return (%) | 127.5191 | 127.5191 | 127.5191 | 127.5191 | 127.5191 | 127.5191 |
Max Trade Drawdown | -155863 | -75869 | -90671 | -1210056 | -846174 | -808596 |
Profit Factor | 1.5802 | 1.9834 | 1.3028 | 1.0434 | 1.1271 | 0.9799 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 64.2276 | 64.5161 | 63.9344 | 64.2276 | 64.5161 | 63.9344 |
Ratio Avg Win / Avg Loss | 0.8801 | 1.0909 | 0.7349 | 0.5811 | 0.6199 | 0.5528 |
Largest Winning Trade | 36651 | 36651 | 24510 | 215472 | 203406 | 215472 |
Largest Losing Trade | -82597 | -45879 | -82597 | -801357 | -643140 | -801357 |
Avg Bars in Trades | 28 | 34 | 22 | 28 | 34 | 22 |
Avg Bars in Winners | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Losers | 43 | 62 | 25 | 43 | 62 | 25 |
Bars Traded | 3500 | 2145 | 1355 | 3500 | 2145 | 1355 |
Profit Streak | 26.081 | 26.081 | 55.081 | 26.081 | 26.081 | 55.081 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316093 | -149437 | -409222 | -259291 | -302758 | -738970 |
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{ "first_band": { "type": "hma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 123, "offset": 0, "multiplier": 2.54875 } } }
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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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