Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1584662.3043 | 1477113.5379 | 107548.7664 | 8231503.3075 | 10068531.3785 | -1837028.071 |
Total P&L (%) | 1584.6623 | 1477.1135 | 107.5488 | 8231.5033 | 10068.5314 | -1837.0281 |
Avg Daily Profit (%) | 0.8591 | 0.8008 | 0.0583 | 0.2401 | 0.2509 | 0 |
Buy And Hold Return (%) | 574.9068 | 574.9068 | 574.9068 | 574.9068 | 574.9068 | 574.9068 |
Max Trade Drawdown | -83283 | -67942 | -75985 | -13625473 | -9955575 | -7874656 |
Profit Factor | 2.8909 | 4.3188 | 1.2737 | 1.1637 | 1.3815 | 0.9231 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 42.6829 | 37.8049 | 47.561 | 42.6829 | 37.8049 | 47.561 |
Ratio Avg Win / Avg Loss | 3.8821 | 7.1051 | 1.4043 | 1.5627 | 2.2728 | 1.0178 |
Largest Winning Trade | 886264 | 886264 | 51941 | 9043276 | 9043276 | 4906784 |
Largest Losing Trade | -30457 | -24707 | -30457 | -3830602 | -2774386 | -3830602 |
Avg Bars in Trades | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Winners | 110 | 124 | 99 | 110 | 124 | 99 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 10963 | 5642 | 5321 | 10963 | 5642 | 5321 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483219 | 279627 | -286323 | -32924 | 34748 | -584517 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 3.74663 } }, "second_band": { "type": "fwma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 3.74663 } }, "second_band": { "type": "fwma", "factors": { "length": 16, "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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