Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791781.5045 | 760325.1768 | 31456.3277 | 721871.1407 | 792606.8642 | -70735.7235 |
Total P&L (%) | 791.7815 | 760.3252 | 31.4563 | 721.8711 | 792.6069 | -70.7357 |
Avg Daily Profit (%) | 0.4383 | 0.4209 | 0.0174 | 0.1167 | 0.1212 | -0.068 |
Buy And Hold Return (%) | 258.3606 | 258.3606 | 258.3606 | 258.3606 | 258.3606 | 258.3606 |
Max Trade Drawdown | -98408 | -74639 | -66076 | -1473204 | -1220098 | -517829 |
Profit Factor | 1.9669 | 2.7995 | 1.0794 | 1.1529 | 1.3047 | 0.9666 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 41.8301 | 40.7895 | 42.8571 | 41.8301 | 40.7895 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7352 | 4.0637 | 1.4391 | 1.6032 | 1.8939 | 1.2889 |
Largest Winning Trade | 298871 | 298871 | 78378 | 1285768 | 1285768 | 314291 |
Largest Losing Trade | -55852 | -37152 | -55852 | -427685 | -427685 | -384869 |
Avg Bars in Trades | 68 | 65 | 70 | 68 | 65 | 70 |
Avg Bars in Winners | 108 | 113 | 103 | 108 | 113 | 103 |
Avg Bars in Losers | 39 | 32 | 45 | 39 | 32 | 45 |
Bars Traded | 10409 | 4980 | 5429 | 10409 | 4980 | 5429 |
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 | 301740 | -40933 | -513332 | -93768 | -85595 | -623847 |
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{ "first_band": { "type": "pwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 68, "offset": 0, "multiplier": 2.01457 } } }
# | 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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