Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565365.685 | 544509.2385 | 20856.4465 | 326787.3931 | 580159.2164 | -253371.8233 |
Total P&L (%) | 565.3657 | 544.5092 | 20.8564 | 326.7874 | 580.1592 | -253.3718 |
Avg Daily Profit (%) | 0.2258 | 0.2174 | 0.0083 | 0.058 | 0.0766 | 0 |
Buy And Hold Return (%) | 10.3549 | 10.3549 | 10.3549 | 10.3549 | 10.3549 | 10.3549 |
Max Trade Drawdown | -128084 | -83694 | -183577 | -1202205 | -761516 | -804184 |
Profit Factor | 1.4586 | 1.8974 | 1.0333 | 1.0633 | 1.2185 | 0.899 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 42 | 38 | 46 | 42 | 38 | 46 |
Ratio Avg Win / Avg Loss | 2.0142 | 3.0957 | 1.213 | 1.4684 | 1.9881 | 1.0553 |
Largest Winning Trade | 188849 | 188849 | 62720 | 538728 | 538728 | 250639 |
Largest Losing Trade | -28088 | -24868 | -28088 | -235128 | -178421 | -235128 |
Avg Bars in Trades | 36 | 26 | 45 | 36 | 26 | 45 |
Avg Bars in Winners | 58 | 41 | 71 | 58 | 41 | 71 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 7222 | 2647 | 4575 | 7222 | 2647 | 4575 |
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 | 300886 | 256044 | -374220 | -268493 | -94258 | -580954 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 2.86825 } }, "second_band": { "type": "fwma", "factors": { "length": 181, "offset": 0 } } }
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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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