Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -570978.0383 | -123778.1855 | -447199.8528 | -90877.7624 | 867607.0842 | -958484.8466 |
Total P&L (%) | -570.978 | -123.7782 | -447.1999 | -90.8778 | 867.6071 | -958.4848 |
Avg Daily Profit (%) | -0.3848 | -0.0834 | -0.3014 | -0.1613 | 0.1531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -692330 | -204110 | -539773 | -988105 | -81748 | -1257620 |
Profit Factor | 0.6559 | 0.8113 | 0.5543 | 0.9566 | 2.8578 | 0.4102 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 127 | 54 | 73 | 117 | 59 | 58 |
Losing Trades | 92 | 56 | 36 | 102 | 51 | 51 |
Profitability (%) | 57.9909 | 49.0909 | 66.9725 | 53.4247 | 53.6364 | 53.211 |
Ratio Avg Win / Avg Loss | 0.4751 | 0.8413 | 0.2734 | 0.8339 | 2.4703 | 0.3607 |
Largest Winning Trade | 41379 | 41379 | 26422 | 269894 | 196722 | 269894 |
Largest Losing Trade | -462890 | -33690 | -462890 | -856824 | -60589 | -856824 |
Avg Bars in Trades | 40 | 45 | 35 | 40 | 45 | 35 |
Avg Bars in Winners | 24 | 22 | 25 | 32 | 36 | 28 |
Avg Bars in Losers | 63 | 67 | 56 | 49 | 55 | 43 |
Bars Traded | 8856 | 4960 | 3896 | 8856 | 4960 | 3896 |
Profit Streak | 0 | 0 | 21.2742 | 0 | 0 | 21.2742 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578595 | -581393 | -578290 | -579187 | 478883 | -580074 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.04468 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.75654 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.04468 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.75654 } } }
# | 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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