Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558856.1581 | 528242.2163 | 30613.9419 | 184904.6551 | 433116.6055 | -248211.9504 |
Total P&L (%) | 558.8562 | 528.2422 | 30.6139 | 184.9047 | 433.1166 | -248.212 |
Avg Daily Profit (%) | 0.3081 | 0.2912 | 0.0169 | 0.0577 | 0.0923 | 0 |
Buy And Hold Return (%) | 51.4267 | 51.4267 | 51.4267 | 51.4267 | 51.4267 | 51.4267 |
Max Trade Drawdown | -80808 | -59813 | -96367 | -419461 | -306895 | -289474 |
Profit Factor | 1.8637 | 2.5267 | 1.1017 | 1.1149 | 1.569 | 0.7073 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 49.3333 | 51.3514 | 47.3684 | 49.3333 | 51.3514 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.9141 | 2.3937 | 1.2241 | 1.145 | 1.4864 | 0.7859 |
Largest Winning Trade | 359935 | 359935 | 67513 | 524210 | 524210 | 139730 |
Largest Losing Trade | -59603 | -59603 | -36283 | -236373 | -236373 | -170833 |
Avg Bars in Trades | 42 | 54 | 31 | 42 | 54 | 31 |
Avg Bars in Winners | 55 | 63 | 46 | 55 | 63 | 46 |
Avg Bars in Losers | 30 | 44 | 18 | 30 | 44 | 18 |
Bars Traded | 3196 | 2006 | 1190 | 3196 | 2006 | 1190 |
Profit Streak | 0 | 90.2091 | 0 | 0 | 90.2091 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49038 | 517435 | -445756 | -274092 | -67271 | -581788 |
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{ "first_band": { "type": "wma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 3.29349 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 3.29349 } } }
# | 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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