Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330466.374 | 84539.5747 | 245926.7992 | 719973.2378 | 285398.7144 | 434574.5234 |
Total P&L (%) | 330.4664 | 84.5396 | 245.9268 | 719.9732 | 285.3987 | 434.5745 |
Avg Daily Profit (%) | 0.2237 | 0.0572 | 0.1664 | 0.1425 | 0.0914 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80189 | -75251 | -63759 | -375418 | -211925 | -296053 |
Profit Factor | 2.0289 | 1.4633 | 2.7733 | 1.5138 | 1.4505 | 1.566 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Profitability (%) | 64.4068 | 53.3333 | 75.8621 | 64.4068 | 53.3333 | 75.8621 |
Ratio Avg Win / Avg Loss | 1.1213 | 1.2803 | 0.8824 | 0.8366 | 1.2692 | 0.4983 |
Largest Winning Trade | 71670 | 71670 | 41225 | 206570 | 144942 | 206570 |
Largest Losing Trade | -43408 | -43408 | -39905 | -214871 | -211925 | -214871 |
Avg Bars in Trades | 45 | 24 | 67 | 45 | 24 | 67 |
Avg Bars in Winners | 44 | 18 | 64 | 44 | 18 | 64 |
Avg Bars in Losers | 46 | 30 | 78 | 46 | 30 | 78 |
Bars Traded | 2689 | 722 | 1967 | 2689 | 722 | 1967 |
Profit Streak | 0 | 0 | 80.8668 | 0 | 0 | 80.8668 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167063 | -114771 | 493361 | -180283 | -69337 | -37548 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 91, "offset": 0, "multiplier": 3.92216 } }, "second_band": { "type": "wma", "factors": { "length": 154, "offset": 0 } } }
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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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