Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893187.8433 | 775207.1723 | 117980.6711 | 4640408.1463 | 1909936.2829 | 2730471.8634 |
Total P&L (%) | 893.1878 | 775.2072 | 117.9807 | 4640.4081 | 1909.9363 | 2730.4719 |
Avg Daily Profit (%) | 0.4944 | 0.4291 | 0.0653 | 0.2138 | 0.1662 | 0.1852 |
Buy And Hold Return (%) | 159.8645 | 159.8645 | 159.8645 | 159.8645 | 159.8645 | 159.8645 |
Max Trade Drawdown | -91720 | -52974 | -51416 | -5013684 | -4421262 | -3094404 |
Profit Factor | 2.2605 | 3.2275 | 1.3272 | 1.2468 | 1.1783 | 1.3373 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 45.098 | 43.4211 | 46.7532 | 45.098 | 43.4211 | 46.7532 |
Ratio Avg Win / Avg Loss | 2.7519 | 4.2056 | 1.5115 | 1.5178 | 1.5354 | 1.5231 |
Largest Winning Trade | 261055 | 261055 | 70867 | 2827360 | 2827360 | 2518587 |
Largest Losing Trade | -49425 | -38805 | -49425 | -1846912 | -1420736 | -1846912 |
Avg Bars in Trades | 45 | 41 | 49 | 45 | 41 | 49 |
Avg Bars in Winners | 70 | 63 | 76 | 70 | 63 | 76 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 6931 | 3143 | 3788 | 6931 | 3143 | 3788 |
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 | 461168 | -37319 | -313376 | 285147 | -67537 | -33886 |
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{ "first_band": { "type": "wma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 20, "offset": 36, "multiplier": 2.23629 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 20, "offset": 36, "multiplier": 2.23629 } } }
# | 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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