Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1558156.2006 | 1502556.9643 | 55599.2363 | 478056.7194 | 360799.0072 | 117257.7122 |
Total P&L (%) | 1558.1562 | 1502.557 | 55.5992 | 478.0567 | 360.799 | 117.2577 |
Avg Daily Profit (%) | 0.8367 | 0.8068 | 0.0299 | 0.0943 | 0.0821 | 0.0417 |
Buy And Hold Return (%) | 27.6062 | 27.6062 | 27.6062 | 27.6062 | 27.6062 | 27.6062 |
Max Trade Drawdown | -132173 | -130410 | -72898 | -1100848 | -1042499 | -752908 |
Profit Factor | 3.2048 | 4.9934 | 1.1683 | 1.0929 | 1.1265 | 1.0511 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 47.486 | 44.4444 | 50.5618 | 47.486 | 44.4444 | 50.5618 |
Ratio Avg Win / Avg Loss | 3.5441 | 6.2417 | 1.1423 | 1.2086 | 1.4082 | 1.0277 |
Largest Winning Trade | 1499361 | 1499361 | 47059 | 1021811 | 1021811 | 298471 |
Largest Losing Trade | -33965 | -33965 | -33451 | -344609 | -326156 | -344609 |
Avg Bars in Trades | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Winners | 75 | 61 | 86 | 75 | 61 | 86 |
Avg Bars in Losers | 47 | 43 | 51 | 47 | 43 | 51 |
Bars Traded | 10817 | 4628 | 6189 | 10817 | 4628 | 6189 |
Profit Streak | 1.3488 | 16.8488 | 0 | 1.3488 | 16.8488 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599135 | 686144 | -195490 | -188157 | -166615 | -303814 |
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{ "first_band": { "type": "pwma", "factors": { "length": 31, "offset": 137 } }, "second_band": { "type": "supertrend", "factors": { "length": 2, "offset": 0, "multiplier": 4.24792 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 31, "offset": 137 } }, "second_band": { "type": "supertrend", "factors": { "length": 2, "offset": 0, "multiplier": 4.24792 } } }
# | 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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