Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617898.6404 | 614888.1072 | 3010.5332 | 475755.6242 | 437456.921 | 38298.7032 |
Total P&L (%) | 617.8986 | 614.8881 | 3.0105 | 475.7556 | 437.4569 | 38.2987 |
Avg Daily Profit (%) | 0.3285 | 0.3269 | 0.0016 | 0.0931 | 0.0894 | 0.0172 |
Buy And Hold Return (%) | 227.6366 | 227.6366 | 227.6366 | 227.6366 | 227.6366 | 227.6366 |
Max Trade Drawdown | -124391 | -70342 | -122217 | -882674 | -467533 | -661049 |
Profit Factor | 2.0354 | 3.5911 | 1.0084 | 1.1667 | 1.3429 | 1.0243 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 41.4286 | 40 | 42.8571 | 41.4286 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.8776 | 5.3866 | 1.3445 | 1.6495 | 2.0144 | 1.3657 |
Largest Winning Trade | 326219 | 326219 | 58314 | 322597 | 322597 | 224245 |
Largest Losing Trade | -40153 | -31689 | -40153 | -205535 | -144845 | -205535 |
Avg Bars in Trades | 49 | 36 | 62 | 49 | 36 | 62 |
Avg Bars in Winners | 74 | 46 | 100 | 74 | 46 | 100 |
Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
Bars Traded | 3464 | 1282 | 2182 | 3464 | 1282 | 2182 |
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 | -92471 | 309915 | -570552 | -213063 | -83400 | -532208 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 3.16122 } }, "second_band": { "type": "fwma", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 3.16122 } }, "second_band": { "type": "fwma", "factors": { "length": 248, "offset": 0 } } }
# | 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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