Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204230.7761 | 73082.878 | 131147.8981 | 410966.7206 | 158716.9346 | 252249.786 |
Total P&L (%) | 204.2308 | 73.0829 | 131.1479 | 410.9667 | 158.7169 | 252.2498 |
Avg Daily Profit (%) | 0.7842 | 0.2806 | 0.5036 | 0.6283 | 0.3657 | 0.4847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54954 | -42821 | -28465 | -361336 | -278235 | -153679 |
Profit Factor | 1.3631 | 1.2437 | 1.4995 | 1.1473 | 1.1101 | 1.1872 |
Total Trades | 520 | 260 | 260 | 520 | 260 | 260 |
Winning Trades | 209 | 99 | 110 | 209 | 99 | 110 |
Losing Trades | 311 | 161 | 150 | 311 | 161 | 150 |
Profitability (%) | 40.1923 | 38.0769 | 42.3077 | 40.1923 | 38.0769 | 42.3077 |
Ratio Avg Win / Avg Loss | 2.0283 | 2.0225 | 2.0447 | 1.7073 | 1.8053 | 1.6188 |
Largest Winning Trade | 34746 | 34746 | 26875 | 159793 | 159793 | 69101 |
Largest Losing Trade | -14099 | -14099 | -10072 | -38225 | -38225 | -33015 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 74 | 70 | 77 | 74 | 70 | 77 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 24729 | 11901 | 12828 | 24729 | 11901 | 12828 |
Profit Streak | 3.4706 | 3.4706 | 3.5435 | 3.4706 | 3.4706 | 3.5435 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428190 | 132498 | 319049 | -48354 | -94728 | -7259 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 3.41807 } }, "second_band": { "type": "fwma", "factors": { "length": 179, "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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