Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430523.845 | 332766.4502 | 97757.3948 | 364497.7177 | 249756.6402 | 114741.0775 |
Total P&L (%) | 430.5238 | 332.7665 | 97.7574 | 364.4977 | 249.7566 | 114.7411 |
Avg Daily Profit (%) | 0.2433 | 0.188 | 0.0552 | 0.0868 | 0.0708 | 0.0432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104074 | -74040 | -106582 | -501131 | -561697 | -380106 |
Profit Factor | 1.3141 | 1.4888 | 1.1417 | 1.0641 | 1.0839 | 1.0424 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 171 | 83 | 88 | 171 | 83 | 88 |
Losing Trades | 219 | 112 | 107 | 219 | 112 | 107 |
Profitability (%) | 43.8462 | 42.5641 | 45.1282 | 43.8462 | 42.5641 | 45.1282 |
Ratio Avg Win / Avg Loss | 1.6829 | 2.009 | 1.3882 | 1.3628 | 1.4626 | 1.2675 |
Largest Winning Trade | 64949 | 64431 | 64949 | 184553 | 184553 | 174282 |
Largest Losing Trade | -47869 | -33010 | -47869 | -155281 | -109353 | -155281 |
Avg Bars in Trades | 53 | 56 | 50 | 53 | 56 | 50 |
Avg Bars in Winners | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Losers | 32 | 39 | 26 | 32 | 39 | 26 |
Bars Traded | 20920 | 11023 | 9897 | 20920 | 11023 | 9897 |
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 | 321019 | 267879 | -185282 | -227384 | -229129 | -310522 |
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 3.3756 } } }
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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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