Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256753.8734 | 277223.1368 | -20469.2633 | -28585.7267 | 177765.6932 | -206351.4199 |
Total P&L (%) | 256.7539 | 277.2231 | -20.4693 | -28.5857 | 177.7657 | -206.3514 |
Avg Daily Profit (%) | 0.1819 | 0.1964 | -0.0145 | -0.0239 | 0.0724 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140706 | -82960 | -210728 | -320522 | -212864 | -291151 |
Profit Factor | 1.1103 | 1.2633 | 0.984 | 0.9916 | 1.112 | 0.8861 |
Total Trades | 807 | 404 | 403 | 807 | 404 | 403 |
Winning Trades | 422 | 216 | 206 | 422 | 216 | 206 |
Losing Trades | 385 | 188 | 197 | 385 | 188 | 197 |
Profitability (%) | 52.2924 | 53.4653 | 51.1166 | 52.2924 | 53.4653 | 51.1166 |
Ratio Avg Win / Avg Loss | 1.0129 | 1.0995 | 0.941 | 0.9046 | 0.9678 | 0.8474 |
Largest Winning Trade | 36964 | 36964 | 28711 | 53857 | 53857 | 48295 |
Largest Losing Trade | -39259 | -39259 | -35970 | -88745 | -88745 | -70129 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 16773 | 8398 | 8375 | 16773 | 8398 | 8375 |
Profit Streak | 457.9735 | 457.9735 | 459.7235 | 457.9735 | 457.9735 | 459.7235 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85602 | 371450 | -578219 | -574610 | -192425 | -578219 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.077, "nb": 0.1, "nc": 0.54943 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.25757 } } }
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# | 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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