Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239535.9155 | 253369.898 | -13833.9825 | -62546.9069 | 20665.0213 | -83211.9283 |
Total P&L (%) | 239.5359 | 253.3699 | -13.834 | -62.5469 | 20.665 | -83.2119 |
Avg Daily Profit (%) | 0.148 | 0.1566 | -0.0086 | -0.0607 | 0.0116 | -0.1102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190806 | -151216 | -209148 | -188615 | -133606 | -216273 |
Profit Factor | 1.0919 | 1.2082 | 0.99 | 0.9645 | 1.0252 | 0.9117 |
Total Trades | 916 | 458 | 458 | 916 | 458 | 458 |
Winning Trades | 477 | 239 | 238 | 477 | 239 | 238 |
Losing Trades | 439 | 219 | 220 | 439 | 219 | 220 |
Profitability (%) | 52.0742 | 52.1834 | 51.9651 | 52.0742 | 52.1834 | 51.9651 |
Ratio Avg Win / Avg Loss | 1.0049 | 1.1071 | 0.9152 | 0.8877 | 0.9394 | 0.8428 |
Largest Winning Trade | 50767 | 50767 | 39963 | 35924 | 27616 | 35924 |
Largest Losing Trade | -49470 | -43675 | -49470 | -61543 | -61543 | -60560 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 19349 | 8705 | 10644 | 19349 | 8705 | 10644 |
Profit Streak | 475.2069 | 475.2069 | 475.7069 | 475.2069 | 475.2069 | 475.7069 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108129 | 351224 | -577822 | -574069 | -375289 | -577822 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 3.48804 } }, "second_band": { "type": "pwma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 3.48804 } }, "second_band": { "type": "pwma", "factors": { "length": 36, "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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