Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233049.1051 | 296474.0354 | -63424.9303 | -475368.3708 | -351230.4378 | -124137.9329 |
Total P&L (%) | 233.0491 | 296.474 | -63.4249 | -475.3684 | -351.2304 | -124.1379 |
Avg Daily Profit (%) | 0.1367 | 0.1739 | -0.0372 | 0 | 0 | 0 |
Buy And Hold Return (%) | 100.0156 | 100.0156 | 100.0156 | 100.0156 | 100.0156 | 100.0156 |
Max Trade Drawdown | -249856 | -53810 | -199910 | -873626 | -452157 | -444129 |
Profit Factor | 1.3655 | 2.4677 | 0.8544 | 0.6904 | 0.5091 | 0.8486 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 54 | 27 | 27 | 18 | 9 | 9 |
Losing Trades | 18 | 9 | 9 | 54 | 27 | 27 |
Profitability (%) | 75 | 75 | 75 | 25 | 25 | 25 |
Ratio Avg Win / Avg Loss | 0.4552 | 0.8226 | 0.2848 | 2.0712 | 1.5274 | 2.5458 |
Largest Winning Trade | 100926 | 100926 | 25975 | 224921 | 100926 | 224921 |
Largest Losing Trade | -175225 | -48958 | -175225 | -198870 | -108862 | -198870 |
Avg Bars in Trades | 67 | 86 | 47 | 67 | 86 | 47 |
Avg Bars in Winners | 49 | 51 | 46 | 103 | 163 | 42 |
Avg Bars in Losers | 121 | 190 | 52 | 55 | 60 | 49 |
Bars Traded | 4837 | 3112 | 1725 | 4837 | 3112 | 1725 |
Profit Streak | 7.396 | 227.396 | 7.396 | 0 | 0 | 0 |
Trades During Streak | 2 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95508 | 390505 | -576859 | -691592 | -607817 | -607817 |
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{ "first_band": { "type": "fwma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 205, "offset": 51, "multiplier": 4.46772 } } }
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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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