Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507217.4301 | 357858.8622 | 149358.5678 | 225430.6751 | -338909.742 | 564340.4171 |
Total P&L (%) | 507.2174 | 357.8589 | 149.3586 | 225.4307 | -338.9097 | 564.3404 |
Avg Daily Profit (%) | 0.3433 | 0.2422 | 0.1011 | 0.0799 | 0 | 0.1283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125697 | -113677 | -75721 | -766815 | -730481 | -391257 |
Profit Factor | 1.7735 | 1.9339 | 1.5479 | 1.0741 | 0.8289 | 1.5309 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 48.855 | 42.4242 | 55.3846 | 48.855 | 42.4242 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.8566 | 2.6245 | 1.247 | 1.1244 | 1.125 | 1.2332 |
Largest Winning Trade | 268725 | 268725 | 64480 | 390035 | 390035 | 285749 |
Largest Losing Trade | -69326 | -30500 | -69326 | -281043 | -261731 | -281043 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 20 | 16 | 25 | 20 | 16 | 25 |
Bars Traded | 4246 | 1882 | 2364 | 4246 | 1882 | 2364 |
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 | 450997 | -115471 | -187389 | -225438 | -706237 | -150862 |
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{ "first_band": { "type": "fwma", "factors": { "length": 28, "offset": 84 } }, "second_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 2.79609 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 28, "offset": 84 } }, "second_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 2.79609 } } }
# | 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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