Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674124.175 | 589086.9235 | 85037.2515 | 885268.3406 | 598054.6593 | 287213.6813 |
Total P&L (%) | 674.1242 | 589.0869 | 85.0373 | 885.2683 | 598.0547 | 287.2137 |
Avg Daily Profit (%) | 0.3806 | 0.3326 | 0.048 | 0.1293 | 0.1098 | 0.0765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141770 | -40939 | -139322 | -804624 | -381044 | -561937 |
Profit Factor | 2.0346 | 3.3383 | 1.2128 | 1.3956 | 1.6893 | 1.2096 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 39.4231 | 38.4615 | 40.3846 | 39.4231 | 38.4615 | 40.3846 |
Ratio Avg Win / Avg Loss | 3.1264 | 5.3413 | 1.7903 | 2.1444 | 2.7029 | 1.7856 |
Largest Winning Trade | 231890 | 231890 | 76891 | 588546 | 283418 | 588546 |
Largest Losing Trade | -57960 | -30172 | -57960 | -226958 | -225078 | -226958 |
Avg Bars in Trades | 33 | 25 | 40 | 33 | 25 | 40 |
Avg Bars in Winners | 62 | 44 | 80 | 62 | 44 | 80 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3453 | 1338 | 2115 | 3453 | 1338 | 2115 |
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 | 346041 | -168710 | -311916 | -22097 | -227081 | -273995 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 3.42055 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.94585, "nc": 0.1 } } }
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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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