Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436322.4569 | 423487.8357 | 12834.6212 | 36691.7197 | 256993.0488 | -220301.3291 |
Total P&L (%) | 436.3225 | 423.4878 | 12.8346 | 36.6917 | 256.993 | -220.3013 |
Avg Daily Profit (%) | 0.1741 | 0.169 | 0.0051 | 0.0125 | 0.0508 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117007 | -64204 | -175085 | -246722 | -81308 | -312900 |
Profit Factor | 1.4131 | 1.8209 | 1.0238 | 1.0295 | 1.4668 | 0.6831 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 44.1379 | 41.6667 | 46.5753 | 44.1379 | 41.6667 | 46.5753 |
Ratio Avg Win / Avg Loss | 1.7885 | 2.5493 | 1.1743 | 1.3029 | 2.0536 | 0.7836 |
Largest Winning Trade | 141286 | 141286 | 59596 | 121690 | 121690 | 77372 |
Largest Losing Trade | -50757 | -45174 | -50757 | -123276 | -45227 | -123276 |
Avg Bars in Trades | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Winners | 50 | 41 | 58 | 50 | 41 | 58 |
Avg Bars in Losers | 18 | 16 | 21 | 18 | 16 | 21 |
Bars Traded | 4735 | 1903 | 2832 | 4735 | 1903 | 2832 |
Profit Streak | 50.8892 | 53.8892 | 50.8892 | 50.8892 | 53.8892 | 50.8892 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301645 | -71048 | -530689 | -367728 | -204739 | -653503 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 2.36625 } }, "second_band": { "type": "fwma", "factors": { "length": 226, "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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