Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1581733.3136 | 1437543.2258 | 144190.0878 | 17346037.1306 | 18415819.3972 | -1069782.2666 |
Total P&L (%) | 1581.7333 | 1437.5432 | 144.1901 | 17346.0371 | 18415.8194 | -1069.7823 |
Avg Daily Profit (%) | 0.8598 | 0.7814 | 0.0784 | 0.281 | 0.2842 | 0 |
Buy And Hold Return (%) | 636.5432 | 636.5432 | 636.5432 | 636.5432 | 636.5432 | 636.5432 |
Max Trade Drawdown | -88242 | -57025 | -83775 | -26731901 | -18877464 | -16987747 |
Profit Factor | 3.1694 | 4.6776 | 1.4263 | 1.1811 | 1.3473 | 0.975 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 49.0323 | 41.5584 | 56.4103 | 49.0323 | 41.5584 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.2945 | 6.5779 | 1.1021 | 1.2277 | 1.8946 | 0.7534 |
Largest Winning Trade | 839864 | 839864 | 54296 | 18357520 | 18357520 | 9136224 |
Largest Losing Trade | -35358 | -23668 | -35358 | -9311938 | -7507291 | -9311938 |
Avg Bars in Trades | 46 | 49 | 44 | 46 | 49 | 44 |
Avg Bars in Winners | 70 | 82 | 61 | 70 | 82 | 61 |
Avg Bars in Losers | 24 | 25 | 21 | 24 | 25 | 21 |
Bars Traded | 7237 | 3797 | 3440 | 7237 | 3797 | 3440 |
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 | 577951 | -29842 | -286577 | -12137 | -34999 | -614127 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 2.89102 } }, "second_band": { "type": "fwma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 2.89102 } }, "second_band": { "type": "fwma", "factors": { "length": 111, "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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