Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574976.5056 | 576772.2879 | -1795.7823 | 56886.7368 | 1787825.026 | -1730938.2893 |
Total P&L (%) | 574.9765 | 576.7723 | -1.7958 | 56.8867 | 1787.825 | -1730.9383 |
Avg Daily Profit (%) | 0.2492 | 0.25 | -0.0008 | 0.0195 | 0.1274 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274734 | -112974 | -292748 | -1775256 | -484264 | -1904581 |
Profit Factor | 1.4813 | 2.0993 | 0.9973 | 1.0168 | 2.8256 | 0.2785 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 43.3824 | 44.1176 | 42.6471 | 43.3824 | 44.1176 | 42.6471 |
Ratio Avg Win / Avg Loss | 1.9332 | 2.6591 | 1.3412 | 1.3271 | 3.5791 | 0.3745 |
Largest Winning Trade | 175296 | 175296 | 82829 | 1148292 | 1148292 | 118351 |
Largest Losing Trade | -54701 | -26914 | -54701 | -744469 | -145328 | -744469 |
Avg Bars in Trades | 100 | 74 | 126 | 100 | 74 | 126 |
Avg Bars in Winners | 165 | 103 | 230 | 165 | 103 | 230 |
Avg Bars in Losers | 49 | 51 | 48 | 49 | 51 | 48 |
Bars Traded | 13629 | 5061 | 8568 | 13629 | 5061 | 8568 |
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 | 307728 | -99288 | -691428 | -371868 | -128843 | -693095 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 4.87421 } }, "second_band": { "type": "fwma", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 4.87421 } }, "second_band": { "type": "fwma", "factors": { "length": 66, "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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