Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164896.3801 | 166381.2238 | -1484.8437 | -6080.9029 | 150886.9265 | -156967.8294 |
Total P&L (%) | 164.8964 | 166.3812 | -1.4848 | -6.0809 | 150.8869 | -156.9678 |
Avg Daily Profit (%) | 0.1515 | 0.1529 | -0.0014 | -0.0058 | 0.0845 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115452 | -66648 | -90591 | -193889 | -74001 | -207286 |
Profit Factor | 1.2168 | 1.4606 | 0.9963 | 0.9938 | 1.3795 | 0.7284 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Profitability (%) | 45.6621 | 46.789 | 44.5455 | 45.6621 | 46.789 | 44.5455 |
Ratio Avg Win / Avg Loss | 1.448 | 1.661 | 1.2403 | 1.1826 | 1.5688 | 0.9068 |
Largest Winning Trade | 127021 | 127021 | 39521 | 134530 | 134530 | 37843 |
Largest Losing Trade | -57763 | -22836 | -57763 | -102974 | -29523 | -102974 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 6194 | 3077 | 3117 | 6194 | 3077 | 3117 |
Profit Streak | 9.9798 | 16.4798 | 9.9798 | 9.9798 | 16.4798 | 9.9798 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274406 | 314413 | -580552 | -578270 | -79066 | -582219 |
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{ "first_band": { "type": "hma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 3.49366 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 3.49366 } } }
# | 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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