Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791808.1736 | 648701.5872 | 143106.5864 | 1441320.2564 | 473351.3218 | 967968.9346 |
Total P&L (%) | 791.8082 | 648.7016 | 143.1066 | 1441.3203 | 473.3513 | 967.9689 |
Avg Daily Profit (%) | 0.3285 | 0.2691 | 0.0594 | 0.1135 | 0.0725 | 0.0983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100871 | -71406 | -111601 | -1822408 | -1190951 | -827290 |
Profit Factor | 2.2493 | 3.1743 | 1.4266 | 1.1901 | 1.1268 | 1.2515 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 44.1176 | 33.3333 | 54.902 | 44.1176 | 33.3333 | 54.902 |
Ratio Avg Win / Avg Loss | 2.8492 | 6.3486 | 1.1719 | 1.5074 | 2.2536 | 1.028 |
Largest Winning Trade | 370833 | 370833 | 58054 | 912762 | 689354 | 912762 |
Largest Losing Trade | -35765 | -33197 | -35765 | -577232 | -369480 | -577232 |
Avg Bars in Trades | 68 | 60 | 77 | 68 | 60 | 77 |
Avg Bars in Winners | 99 | 95 | 101 | 99 | 95 | 101 |
Avg Bars in Losers | 44 | 43 | 47 | 44 | 43 | 47 |
Bars Traded | 7020 | 3082 | 3938 | 7020 | 3082 | 3938 |
Profit Streak | 0 | 0 | 28.8014 | 0 | 0 | 28.8014 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410436 | -171842 | -291209 | -53372 | -362682 | -239959 |
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{ "first_band": { "type": "pwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 2.66358 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 2.66358 } } }
# | 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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