Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833618.9328 | 711939.0003 | 121679.9325 | 107800.4464 | 3790660.4908 | -3682860.0444 |
Total P&L (%) | 833.6189 | 711.939 | 121.6799 | 107.8004 | 3790.6605 | -3682.86 |
Avg Daily Profit (%) | 0.5629 | 0.4807 | 0.0822 | 0.0494 | 0.2475 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255909 | -140385 | -173721 | -8932474 | -2509284 | -8930375 |
Profit Factor | 1.9336 | 2.4215 | 1.3103 | 1.0053 | 1.4946 | 0.7101 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 44.7674 | 39.5349 | 50 | 44.7674 | 39.5349 | 50 |
Ratio Avg Win / Avg Loss | 2.3856 | 3.7035 | 1.3103 | 1.2403 | 2.2858 | 0.7101 |
Largest Winning Trade | 702942 | 702942 | 60820 | 3909873 | 3909873 | 1307365 |
Largest Losing Trade | -64295 | -34063 | -64295 | -5501280 | -892381 | -5501280 |
Avg Bars in Trades | 24 | 18 | 30 | 24 | 18 | 30 |
Avg Bars in Winners | 32 | 21 | 41 | 32 | 21 | 41 |
Avg Bars in Losers | 18 | 16 | 19 | 18 | 16 | 19 |
Bars Traded | 4243 | 1583 | 2660 | 4243 | 1583 | 2660 |
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 | 502385 | 393645 | -83435 | -342503 | 241623 | -581102 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 215, "offset": 0, "multiplier": 2.99792 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.21205 } } }
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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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