Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656274.9278 | 645943.9466 | 10330.9812 | 252127.2405 | 2090226.7332 | -1838099.4927 |
Total P&L (%) | 656.2749 | 645.9439 | 10.331 | 252.1272 | 2090.2267 | -1838.0995 |
Avg Daily Profit (%) | 0.2829 | 0.2785 | 0.0045 | 0.0543 | 0.1332 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211958 | -119234 | -202908 | -1997660 | -1413531 | -2109166 |
Profit Factor | 1.68 | 2.4592 | 1.0198 | 1.0301 | 1.5742 | 0.612 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 42.5926 | 42.5926 | 42.5926 | 42.5926 | 42.5926 | 42.5926 |
Ratio Avg Win / Avg Loss | 2.2644 | 3.3146 | 1.3745 | 1.3884 | 2.1217 | 0.8249 |
Largest Winning Trade | 134355 | 134355 | 89104 | 1151797 | 1151797 | 357685 |
Largest Losing Trade | -70957 | -35621 | -70957 | -1462618 | -349752 | -1462618 |
Avg Bars in Trades | 40 | 27 | 54 | 40 | 27 | 54 |
Avg Bars in Winners | 69 | 36 | 102 | 69 | 36 | 102 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 4404 | 1464 | 2940 | 4404 | 1464 | 2940 |
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 | 336089 | -169263 | -724057 | -310442 | -194630 | -763714 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 2.82477 } }, "second_band": { "type": "fwma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 2.82477 } }, "second_band": { "type": "fwma", "factors": { "length": 45, "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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