Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218952.3544 | 186879.7177 | 32072.6367 | -31113.8262 | 6550.7948 | -37664.6209 |
Total P&L (%) | 218.9524 | 186.8797 | 32.0726 | -31.1138 | 6.5508 | -37.6646 |
Avg Daily Profit (%) | 0.2102 | 0.1794 | 0.0308 | -0.0358 | 0.0061 | -0.0454 |
Buy And Hold Return (%) | 21.514 | 21.514 | 21.514 | 21.514 | 21.514 | 21.514 |
Max Trade Drawdown | -133087 | -87076 | -93754 | -201668 | -139220 | -94615 |
Profit Factor | 1.2347 | 1.4339 | 1.0639 | 0.9671 | 1.0142 | 0.9219 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 189 | 93 | 96 | 189 | 93 | 96 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 62.5828 | 61.5894 | 63.5762 | 62.5828 | 61.5894 | 63.5762 |
Ratio Avg Win / Avg Loss | 0.7382 | 0.8943 | 0.6095 | 0.5782 | 0.6325 | 0.5282 |
Largest Winning Trade | 25738 | 25738 | 17698 | 36729 | 33951 | 36729 |
Largest Losing Trade | -86933 | -31694 | -86933 | -91069 | -50096 | -91069 |
Avg Bars in Trades | 81 | 83 | 79 | 81 | 83 | 79 |
Avg Bars in Winners | 56 | 55 | 58 | 56 | 55 | 58 |
Avg Bars in Losers | 122 | 127 | 116 | 122 | 127 | 116 |
Bars Traded | 24546 | 12563 | 11983 | 24546 | 12563 | 11983 |
Profit Streak | 0 | 0 | 28.8683 | 0 | 0 | 28.8683 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321731 | 303073 | -313282 | -577567 | -555339 | -577281 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 74, "offset": 0, "multiplier": 3.47643 } }, "second_band": { "type": "wma", "factors": { "length": 214, "offset": 49 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 74, "offset": 0, "multiplier": 3.47643 } }, "second_band": { "type": "wma", "factors": { "length": 214, "offset": 49 } } }
# | 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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