Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165680.5258 | 42973.7449 | 122706.781 | 236932.0735 | 49302.1785 | 187629.895 |
Total P&L (%) | 165.6805 | 42.9737 | 122.7068 | 236.9321 | 49.3022 | 187.6299 |
Avg Daily Profit (%) | 0.6362 | 0.165 | 0.4712 | 0.4675 | 0.154 | 0.4065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45020 | -34866 | -24942 | -202614 | -147941 | -94642 |
Profit Factor | 1.2835 | 1.1439 | 1.4292 | 1.1474 | 1.0607 | 1.236 |
Total Trades | 455 | 227 | 228 | 455 | 227 | 228 |
Winning Trades | 182 | 89 | 93 | 182 | 89 | 93 |
Losing Trades | 273 | 138 | 135 | 273 | 138 | 135 |
Profitability (%) | 40 | 39.207 | 40.7895 | 40 | 39.207 | 40.7895 |
Ratio Avg Win / Avg Loss | 1.9252 | 1.7737 | 2.0746 | 1.7211 | 1.6446 | 1.7942 |
Largest Winning Trade | 30863 | 30863 | 30311 | 79912 | 79912 | 62762 |
Largest Losing Trade | -15566 | -14099 | -15566 | -26385 | -24972 | -26385 |
Avg Bars in Trades | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Winners | 84 | 78 | 90 | 84 | 78 | 90 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 24864 | 11478 | 13386 | 24864 | 11478 | 13386 |
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 | 343326 | -60684 | 273010 | -50292 | -151801 | 210613 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 77, "offset": 0, "multiplier": 3.88455 } }, "second_band": { "type": "wma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 77, "offset": 0, "multiplier": 3.88455 } }, "second_band": { "type": "wma", "factors": { "length": 9, "offset": 0 } } }
# | 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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