Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172887.6212 | 244917.0808 | -72029.4595 | -85850.1465 | 18802.6886 | -104652.8351 |
Total P&L (%) | 172.8876 | 244.9171 | -72.0295 | -85.8501 | 18.8027 | -104.6528 |
Avg Daily Profit (%) | 0.1381 | 0.1956 | -0.0575 | -0.1561 | 0.0138 | 0 |
Buy And Hold Return (%) | 47.2727 | 47.2727 | 47.2727 | 47.2727 | 47.2727 | 47.2727 |
Max Trade Drawdown | -192029 | -54717 | -190686 | -61696 | -10312 | -62464 |
Profit Factor | 1.1543 | 1.561 | 0.8946 | 0.5883 | 1.3938 | 0.3491 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 56.0847 | 52.1277 | 60 | 56.0847 | 52.1277 | 60 |
Ratio Avg Win / Avg Loss | 0.9039 | 1.4336 | 0.5964 | 0.4607 | 1.28 | 0.2327 |
Largest Winning Trade | 44739 | 44739 | 32089 | 12802 | 12802 | 4110 |
Largest Losing Trade | -84538 | -22296 | -84538 | -53347 | -4147 | -53347 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 3592 | 1787 | 1805 | 3592 | 1787 | 1805 |
Profit Streak | 20.0244 | 20.0244 | 26.3577 | 20.0244 | 20.0244 | 26.3577 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60124 | 318799 | -578487 | -577251 | -338494 | -578209 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 233, "offset": 0, "multiplier": 4.1559 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.05539, "nc": 0.62554 } } }
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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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