Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371040.5044 | 161164.7953 | 209875.7091 | -32589.4743 | 152723.2621 | -185312.7364 |
Total P&L (%) | 371.0405 | 161.1648 | 209.8757 | -32.5895 | 152.7233 | -185.3127 |
Avg Daily Profit (%) | 0.2231 | 0.0969 | 0.1262 | -0.0237 | 0.0558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164811 | -44468 | -140957 | -876417 | -91390 | -909461 |
Profit Factor | 1.5085 | 1.7288 | 1.4126 | 0.9787 | 1.58 | 0.8538 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 57.8947 | 53.1915 | 62.5 | 57.8947 | 53.1915 | 62.5 |
Ratio Avg Win / Avg Loss | 1.0971 | 1.5214 | 0.8476 | 0.7118 | 1.3904 | 0.5123 |
Largest Winning Trade | 85437 | 85437 | 54213 | 196393 | 59519 | 196393 |
Largest Losing Trade | -90966 | -39092 | -90966 | -817323 | -91390 | -817323 |
Avg Bars in Trades | 50 | 32 | 68 | 50 | 32 | 68 |
Avg Bars in Winners | 55 | 34 | 73 | 55 | 34 | 73 |
Avg Bars in Losers | 43 | 30 | 58 | 43 | 30 | 58 |
Bars Traded | 4801 | 1531 | 3270 | 4801 | 1531 | 3270 |
Profit Streak | 49.4229 | 0 | 58.0895 | 49.4229 | 0 | 58.0895 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396585 | -59843 | -23193 | -578937 | -116176 | -578508 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 196, "offset": 0, "multiplier": 4.86946 } }, "second_band": { "type": "pwma", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 196, "offset": 0, "multiplier": 4.86946 } }, "second_band": { "type": "pwma", "factors": { "length": 137, "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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