Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325900.81 | 189856.3123 | 136044.4977 | 39868.5401 | -692320.273 | 732188.8131 |
Total P&L (%) | 325.9008 | 189.8563 | 136.0445 | 39.8685 | -692.3203 | 732.1888 |
Avg Daily Profit (%) | 0.1712 | 0.0998 | 0.0715 | 0.0176 | 0 | 0.1114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264843 | -185005 | -81907 | -2077927 | -1729473 | -743076 |
Profit Factor | 1.3013 | 1.296 | 1.3089 | 1.0049 | 0.8711 | 1.2694 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 62.6794 | 63.8095 | 61.5385 | 62.6794 | 63.8095 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.7748 | 0.735 | 0.8181 | 0.5984 | 0.494 | 0.7934 |
Largest Winning Trade | 32012 | 32012 | 20544 | 370354 | 370354 | 295500 |
Largest Losing Trade | -58118 | -57461 | -58118 | -734484 | -734484 | -725880 |
Avg Bars in Trades | 35 | 43 | 27 | 35 | 43 | 27 |
Avg Bars in Winners | 18 | 16 | 21 | 18 | 16 | 21 |
Avg Bars in Losers | 64 | 92 | 37 | 64 | 92 | 37 |
Bars Traded | 7445 | 4590 | 2856 | 7445 | 4590 | 2856 |
Profit Streak | 42.2336 | 48.9836 | 42.2336 | 42.2336 | 48.9836 | 42.2336 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366898 | -58342 | -96030 | -383911 | -577712 | -42639 |
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{ "first_band": { "type": "fwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 2.7276 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 2.7276 } } }
# | 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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