Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543536.4864 | 352573.0526 | 190963.4338 | 513086.0342 | 537342.5157 | -24256.4816 |
Total P&L (%) | 543.5365 | 352.5731 | 190.9634 | 513.086 | 537.3425 | -24.2565 |
Avg Daily Profit (%) | 0.289 | 0.1875 | 0.1015 | 0.0965 | 0.0985 | -0.0148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126922 | -107233 | -99918 | -1186745 | -592536 | -711260 |
Profit Factor | 1.4209 | 1.5624 | 1.2874 | 1.1166 | 1.2739 | 0.9901 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 211 | 102 | 109 | 211 | 102 | 109 |
Losing Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Profitability (%) | 56.2667 | 54.5455 | 57.9787 | 56.2667 | 54.5455 | 57.9787 |
Ratio Avg Win / Avg Loss | 1.1044 | 1.302 | 0.9331 | 0.8678 | 1.0615 | 0.7176 |
Largest Winning Trade | 96366 | 96366 | 38719 | 221754 | 221754 | 202854 |
Largest Losing Trade | -78270 | -30225 | -78270 | -368741 | -172251 | -368741 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5469 | 2726 | 2743 | 5469 | 2726 | 2743 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456186 | 377720 | -57338 | -154702 | -59800 | -579037 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 248, "offset": 0, "multiplier": 2.82159 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.64753 } } }
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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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