Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489330.2779 | 324934.7985 | 164395.4795 | 1045477.5892 | 411931.0709 | 633546.5183 |
Total P&L (%) | 489.3303 | 324.9348 | 164.3955 | 1045.4776 | 411.9311 | 633.5465 |
Avg Daily Profit (%) | 0.2599 | 0.1726 | 0.0873 | 0.1296 | 0.0868 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103135 | -88626 | -77798 | -1157031 | -959227 | -719388 |
Profit Factor | 1.3965 | 1.5463 | 1.2571 | 1.1282 | 1.1092 | 1.1446 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Losing Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Profitability (%) | 58.0925 | 58.3815 | 57.8035 | 58.0925 | 58.3815 | 57.8035 |
Ratio Avg Win / Avg Loss | 1.0074 | 1.1023 | 0.9177 | 0.8139 | 0.7907 | 0.8356 |
Largest Winning Trade | 47177 | 47177 | 40256 | 319895 | 258474 | 319895 |
Largest Losing Trade | -39488 | -35440 | -39488 | -422561 | -422561 | -352931 |
Avg Bars in Trades | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Winners | 15 | 11 | 18 | 15 | 11 | 18 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 5599 | 2407 | 3192 | 5599 | 2407 | 3192 |
Profit Streak | 0 | 34.927 | 0 | 0 | 34.927 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429924 | 438983 | -76604 | -97638 | -175995 | -112706 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 2.93531 } }, "second_band": { "type": "pwma", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 2.93531 } }, "second_band": { "type": "pwma", "factors": { "length": 44, "offset": 0 } } }
# | 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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