Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4994470.8965 | 5163277.1572 | -168806.2607 | -43138.4319 | 195254.7855 | -238393.2174 |
Total P&L (%) | 4994.4709 | 5163.2772 | -168.8063 | -43.1384 | 195.2548 | -238.3932 |
Avg Daily Profit (%) | 2.543 | 2.629 | -0.086 | -0.0287 | 0.0551 | 0 |
Buy And Hold Return (%) | 2663.2921 | 2663.2921 | 2663.2921 | 2663.2921 | 2663.2921 | 2663.2921 |
Max Trade Drawdown | -221410 | -125530 | -173596 | -591290 | -376558 | -254275 |
Profit Factor | 9.2442 | 15.3125 | 0.3112 | 0.9563 | 1.3258 | 0.3846 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 31.746 | 37.5 | 25.8065 | 31.746 | 37.5 | 25.8065 |
Ratio Avg Win / Avg Loss | 19.8751 | 25.5209 | 0.8946 | 2.056 | 2.2096 | 1.1058 |
Largest Winning Trade | 5267203 | 5267203 | 22135 | 407795 | 407795 | 54640 |
Largest Losing Trade | -64600 | -64600 | -37198 | -261607 | -261607 | -133986 |
Avg Bars in Trades | 55 | 72 | 37 | 55 | 72 | 37 |
Avg Bars in Winners | 85 | 102 | 58 | 85 | 102 | 58 |
Avg Bars in Losers | 41 | 53 | 30 | 41 | 53 | 30 |
Bars Traded | 3489 | 2312 | 1177 | 3489 | 2312 | 1177 |
Profit Streak | 0 | 0 | 495.8731 | 0 | 0 | 495.8731 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142889 | 399266 | -605742 | -736376 | -288603 | -604075 |
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{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 129, "offset": 0, "multiplier": 4.8874 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 129, "offset": 0, "multiplier": 4.8874 } } }
# | 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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