Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308980.7682 | 478543.2094 | -169562.4412 | -98303.4992 | -17994.5925 | -80308.9067 |
Total P&L (%) | 308.9808 | 478.5432 | -169.5624 | -98.3035 | -17.9946 | -80.3089 |
Avg Daily Profit (%) | 0.1592 | 0.2466 | -0.0874 | -0.2098 | -0.0102 | -0.0837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -345620 | -162312 | -244033 | -175995 | -80190 | -106697 |
Profit Factor | 1.2165 | 1.6411 | 0.751 | 0.7099 | 0.89 | 0.5418 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Losing Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Profitability (%) | 41.7989 | 44.6809 | 38.9474 | 41.7989 | 44.6809 | 38.9474 |
Ratio Avg Win / Avg Loss | 1.6938 | 2.0319 | 1.1772 | 0.9884 | 1.1019 | 0.8494 |
Largest Winning Trade | 529767 | 529767 | 38442 | 44248 | 44248 | 32896 |
Largest Losing Trade | -66367 | -66367 | -56349 | -39477 | -39477 | -31514 |
Avg Bars in Trades | 39 | 49 | 29 | 39 | 49 | 29 |
Avg Bars in Winners | 48 | 51 | 45 | 48 | 51 | 45 |
Avg Bars in Losers | 33 | 49 | 19 | 33 | 49 | 19 |
Bars Traded | 7522 | 4698 | 2824 | 7522 | 4698 | 2824 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 207262 | 315182 | -583432 | -582977 | -581483 | -585099 |
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{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 43, "offset": 0, "multiplier": 4.41234 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 43, "offset": 0, "multiplier": 4.41234 } } }
# | 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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