Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546143.1404 | 1512811.6819 | 33331.4584 | 19445367.2666 | 31412792.7668 | -11967425.5003 |
Total P&L (%) | 1546.1431 | 1512.8117 | 33.3315 | 19445.3673 | 31412.7928 | -11967.4255 |
Avg Daily Profit (%) | 0.8288 | 0.8109 | 0.0179 | 0.2832 | 0.3089 | 0 |
Buy And Hold Return (%) | 7527.7279 | 7527.7279 | 7527.7279 | 7527.7279 | 7527.7279 | 7527.7279 |
Max Trade Drawdown | -89662 | -104274 | -82759 | -21707407 | -14869900 | -12627567 |
Profit Factor | 3.1821 | 5.4515 | 1.0904 | 1.2401 | 1.8902 | 0.7381 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 45.2381 | 44.0476 | 46.4286 | 45.2381 | 44.0476 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.8521 | 6.9249 | 1.2582 | 1.5012 | 2.4011 | 0.8517 |
Largest Winning Trade | 689018 | 689018 | 62602 | 16101871 | 16101871 | 5909138 |
Largest Losing Trade | -27962 | -21591 | -27962 | -5607797 | -4751027 | -5607797 |
Avg Bars in Trades | 64 | 67 | 61 | 64 | 67 | 61 |
Avg Bars in Winners | 96 | 108 | 84 | 96 | 108 | 84 |
Avg Bars in Losers | 38 | 34 | 41 | 38 | 34 | 41 |
Bars Traded | 10794 | 5650 | 5144 | 10794 | 5650 | 5144 |
Profit Streak | 0 | 47.9993 | 0 | 0 | 47.9993 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147477 | -146131 | -457565 | 184474 | 317994 | -582496 |
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 2.81105 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 2.81105 } } }
# | 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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