Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477987.9772 | 167142.4218 | 310845.5554 | 764994.5698 | 465970.8135 | 299023.7563 |
Total P&L (%) | 477.988 | 167.1424 | 310.8456 | 764.9946 | 465.9708 | 299.0238 |
Avg Daily Profit (%) | 0.3209 | 0.1122 | 0.2087 | 0.145 | 0.1164 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130341 | -71596 | -114081 | -349811 | -149838 | -299376 |
Profit Factor | 1.5602 | 1.426 | 1.6744 | 1.3915 | 1.573 | 1.2622 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 61.5023 | 60.7477 | 62.2642 | 61.5023 | 60.7477 | 62.2642 |
Ratio Avg Win / Avg Loss | 0.9766 | 0.9214 | 1.0148 | 0.871 | 1.0164 | 0.7649 |
Largest Winning Trade | 41881 | 38443 | 41881 | 161248 | 161248 | 132044 |
Largest Losing Trade | -80855 | -33610 | -80855 | -227210 | -144422 | -227210 |
Avg Bars in Trades | 41 | 32 | 49 | 41 | 32 | 49 |
Avg Bars in Winners | 34 | 26 | 42 | 34 | 26 | 42 |
Avg Bars in Losers | 51 | 42 | 60 | 51 | 42 | 60 |
Bars Traded | 8737 | 3516 | 5220 | 8737 | 3516 | 5220 |
Profit Streak | 7.5961 | 31.0961 | 0 | 7.5961 | 31.0961 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430046 | -41416 | 398666 | 113246 | -33215 | -69369 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 4.79968 } }, "second_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } } }
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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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