Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2341295.2035 | 2249599.1291 | 91696.0745 | 2503235.7066 | 4554252.6475 | -2051016.9409 |
Total P&L (%) | 2341.2952 | 2249.5991 | 91.6961 | 2503.2357 | 4554.2526 | -2051.0169 |
Avg Daily Profit (%) | 1.0548 | 1.0135 | 0.0413 | 0.1469 | 0.1732 | 0 |
Buy And Hold Return (%) | 204.3419 | 204.3419 | 204.3419 | 204.3419 | 204.3419 | 204.3419 |
Max Trade Drawdown | -161120 | -86594 | -86369 | -8348840 | -3953463 | -4672864 |
Profit Factor | 4.1929 | 7.0665 | 1.253 | 1.1263 | 1.4788 | 0.8009 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 46.3415 | 47.541 | 45.1613 | 46.3415 | 47.541 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.855 | 7.7975 | 1.5215 | 1.3042 | 1.6317 | 0.9725 |
Largest Winning Trade | 2081852 | 2081852 | 53121 | 4090948 | 4090948 | 1465851 |
Largest Losing Trade | -64647 | -41194 | -64647 | -2892807 | -2118948 | -2892807 |
Avg Bars in Trades | 52 | 50 | 53 | 52 | 50 | 53 |
Avg Bars in Winners | 76 | 65 | 88 | 76 | 65 | 88 |
Avg Bars in Losers | 30 | 36 | 25 | 30 | 36 | 25 |
Bars Traded | 6404 | 3078 | 3326 | 6404 | 3078 | 3326 |
Profit Streak | 0 | 15.0715 | 0 | 0 | 15.0715 | 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 | 701774 | -140171 | -458657 | -79117 | -151955 | -736840 |
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{ "first_band": { "type": "wma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 2.30683 } } }
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# | 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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