Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193508.4362 | 226247.8861 | -32739.4499 | -113335.5258 | 29848.9341 | -143184.4599 |
Total P&L (%) | 193.5084 | 226.2479 | -32.7395 | -113.3355 | 29.8489 | -143.1845 |
Avg Daily Profit (%) | 0.1587 | 0.1855 | -0.0268 | 0 | 0.0214 | 0 |
Buy And Hold Return (%) | 15.614 | 15.614 | 15.614 | 15.614 | 15.614 | 15.614 |
Max Trade Drawdown | -105941 | -54166 | -133439 | -99889 | -13452 | -117279 |
Profit Factor | 1.1709 | 1.5927 | 0.9564 | 0.6422 | 1.4528 | 0.4292 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 156 | 80 | 76 | 134 | 69 | 65 |
Losing Trades | 125 | 60 | 65 | 147 | 71 | 76 |
Profitability (%) | 55.516 | 57.1429 | 53.9007 | 47.6868 | 49.2857 | 46.0993 |
Ratio Avg Win / Avg Loss | 0.9382 | 1.1945 | 0.818 | 0.7045 | 1.4949 | 0.5019 |
Largest Winning Trade | 37937 | 37937 | 33541 | 12830 | 12830 | 11859 |
Largest Losing Trade | -104728 | -16677 | -104728 | -62929 | -6549 | -62929 |
Avg Bars in Trades | 25 | 19 | 31 | 25 | 19 | 31 |
Avg Bars in Winners | 20 | 14 | 26 | 26 | 21 | 31 |
Avg Bars in Losers | 30 | 25 | 36 | 24 | 16 | 30 |
Bars Traded | 7059 | 2667 | 4392 | 7059 | 2667 | 4392 |
Profit Streak | 0 | 0 | 0 | 10.5312 | 50.1978 | 10.5312 |
Trades During Streak | 0 | 0 | 0 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24510 | 374053 | -580452 | -578831 | -169405 | -581824 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 207, "offset": 0, "multiplier": 3.26294 } }, "second_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 207, "offset": 0, "multiplier": 3.26294 } }, "second_band": { "type": "wma", "factors": { "length": 71, "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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