Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695312.9784 | 703666.541 | -8353.5627 | 75168.4445 | 779605.1688 | -704436.7243 |
Total P&L (%) | 695.313 | 703.6665 | -8.3536 | 75.1684 | 779.6052 | -704.4367 |
Avg Daily Profit (%) | 0.3339 | 0.3379 | -0.004 | 0.0269 | 0.1045 | 0 |
Buy And Hold Return (%) | 56.6722 | 56.6722 | 56.6722 | 56.6722 | 56.6722 | 56.6722 |
Max Trade Drawdown | -204164 | -119272 | -248844 | -1277783 | -819867 | -1048954 |
Profit Factor | 1.3939 | 1.8355 | 0.991 | 1.0109 | 1.2316 | 0.8008 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 166 | 78 | 88 | 166 | 78 | 88 |
Losing Trades | 262 | 136 | 126 | 262 | 136 | 126 |
Profitability (%) | 38.785 | 36.4486 | 41.1215 | 38.785 | 36.4486 | 41.1215 |
Ratio Avg Win / Avg Loss | 2.2 | 3.2004 | 1.4189 | 1.5955 | 2.1474 | 1.1466 |
Largest Winning Trade | 342251 | 342251 | 56354 | 1059725 | 1059725 | 155343 |
Largest Losing Trade | -52967 | -26939 | -52967 | -270703 | -231481 | -270703 |
Avg Bars in Trades | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Winners | 90 | 93 | 88 | 90 | 93 | 88 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 24521 | 12269 | 12252 | 24521 | 12269 | 12252 |
Profit Streak | 0 | 0 | 22.1443 | 0 | 0 | 22.1443 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317747 | 287766 | -581450 | -430713 | -57046 | -581450 |
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{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.99458 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.99458 } } }
# | 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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