Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389663.429 | 271526.5591 | 118136.87 | -7931.0653 | 220117.681 | -228048.7463 |
Total P&L (%) | 389.6634 | 271.5266 | 118.1369 | -7.9311 | 220.1177 | -228.0487 |
Avg Daily Profit (%) | 0.2036 | 0.1419 | 0.0617 | -0.0043 | 0.0608 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121193 | -102163 | -125050 | -559586 | -350882 | -513851 |
Profit Factor | 1.2737 | 1.4082 | 1.1557 | 0.9977 | 1.1382 | 0.8802 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 206 | 101 | 105 | 206 | 101 | 105 |
Losing Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Profitability (%) | 59.8837 | 58.7209 | 61.0465 | 59.8837 | 58.7209 | 61.0465 |
Ratio Avg Win / Avg Loss | 0.8532 | 0.9899 | 0.7375 | 0.6684 | 0.8001 | 0.5617 |
Largest Winning Trade | 39813 | 39813 | 30359 | 156770 | 156770 | 98830 |
Largest Losing Trade | -65543 | -49590 | -65543 | -300774 | -195011 | -300774 |
Avg Bars in Trades | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Winners | 48 | 45 | 50 | 48 | 45 | 50 |
Avg Bars in Losers | 91 | 89 | 94 | 91 | 89 | 94 |
Bars Traded | 22554 | 10932 | 11622 | 22554 | 10932 | 11622 |
Profit Streak | 16.4175 | 16.4175 | 26.8342 | 16.4175 | 16.4175 | 26.8342 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362041 | -2542 | -158626 | -576629 | -179813 | -577985 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 4.2728 } }, "second_band": { "type": "pwma", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 4.2728 } }, "second_band": { "type": "pwma", "factors": { "length": 226, "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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