Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1330743.2809 | 1185632.5193 | 145110.7617 | 2478669.9107 | -157510.5361 | 2636180.4468 |
Total P&L (%) | 1330.7433 | 1185.6325 | 145.1108 | 2478.6699 | -157.5105 | 2636.1804 |
Avg Daily Profit (%) | 0.7145 | 0.6366 | 0.0779 | 0.1746 | 0 | 0.1778 |
Buy And Hold Return (%) | 83.1507 | 83.1507 | 83.1507 | 83.1507 | 83.1507 | 83.1507 |
Max Trade Drawdown | -129219 | -81416 | -68441 | -3577180 | -2839513 | -1796219 |
Profit Factor | 3.1515 | 4.2216 | 1.5793 | 1.1771 | 0.9824 | 1.524 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 53.9063 | 45.3125 | 62.5 | 53.9063 | 45.3125 | 62.5 |
Ratio Avg Win / Avg Loss | 2.6948 | 5.095 | 0.9476 | 1.0065 | 1.1857 | 0.9144 |
Largest Winning Trade | 1086770 | 1086770 | 43638 | 1506625 | 1506625 | 680147 |
Largest Losing Trade | -38948 | -28584 | -38948 | -745821 | -745821 | -643920 |
Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Winners | 32 | 37 | 28 | 32 | 37 | 28 |
Avg Bars in Losers | 22 | 25 | 17 | 22 | 25 | 17 |
Bars Traded | 3555 | 1996 | 1559 | 3555 | 1996 | 1559 |
Profit Streak | 4.6145 | 0 | 87.6145 | 4.6145 | 0 | 87.6145 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 717680 | -122287 | -233708 | -16365 | -720392 | -128687 |
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{ "first_band": { "type": "pwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 2.93586 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 2.93586 } } }
# | 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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