Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754583.5868 | 688990.7832 | 65592.8036 | 3713967.8204 | 6301437.5193 | -2587469.6989 |
Total P&L (%) | 754.5836 | 688.9908 | 65.5928 | 3713.9678 | 6301.4375 | -2587.4697 |
Avg Daily Profit (%) | 0.3018 | 0.2756 | 0.0262 | 0.1457 | 0.1665 | 0 |
Buy And Hold Return (%) | 688.0472 | 688.0472 | 688.0472 | 688.0472 | 688.0472 | 688.0472 |
Max Trade Drawdown | -123948 | -99673 | -95592 | -7911609 | -4560477 | -4192176 |
Profit Factor | 1.8871 | 2.6224 | 1.154 | 1.2041 | 1.6862 | 0.7129 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Losing Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3589 | 3.278 | 1.4425 | 1.5051 | 2.1077 | 0.8911 |
Largest Winning Trade | 295256 | 295256 | 53303 | 6212768 | 6212768 | 1276367 |
Largest Losing Trade | -21899 | -21899 | -18263 | -1881891 | -1881891 | -816946 |
Avg Bars in Trades | 31 | 31 | 30 | 31 | 31 | 30 |
Avg Bars in Winners | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Losers | 22 | 25 | 20 | 22 | 25 | 20 |
Bars Traded | 7317 | 3728 | 3589 | 7317 | 3728 | 3589 |
Profit Streak | 18.4541 | 18.4541 | 26.4541 | 18.4541 | 18.4541 | 26.4541 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123072 | -153507 | -376602 | 57498 | 327761 | -582640 |
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{ "first_band": { "type": "pwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 177, "offset": 0, "multiplier": 2.48493 } } }
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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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