Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256894.7545 | 77493.6493 | 179401.1053 | 318499.6372 | -121053.3916 | 439553.0288 |
Total P&L (%) | 256.8948 | 77.4936 | 179.4011 | 318.4996 | -121.0534 | 439.553 |
Avg Daily Profit (%) | 0.2525 | 0.0762 | 0.1763 | 0.1408 | 0 | 0.1658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92867 | -109941 | -32629 | -432630 | -548506 | -112683 |
Profit Factor | 1.5807 | 1.261 | 2.2325 | 1.2157 | 0.885 | 2.0374 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 55 | 50 | 60 | 55 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.2933 | 1.261 | 1.4883 | 0.9947 | 0.885 | 1.3583 |
Largest Winning Trade | 32267 | 32267 | 25369 | 115260 | 113999 | 115260 |
Largest Losing Trade | -42269 | -42269 | -19496 | -229099 | -229099 | -100167 |
Avg Bars in Trades | 57 | 62 | 51 | 57 | 62 | 51 |
Avg Bars in Winners | 51 | 47 | 54 | 51 | 47 | 54 |
Avg Bars in Losers | 63 | 77 | 46 | 63 | 77 | 46 |
Bars Traded | 5704 | 3134 | 2570 | 5704 | 3134 | 2570 |
Profit Streak | 8.5928 | 0 | 8.9261 | 8.5928 | 0 | 8.9261 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412340 | -271450 | -167533 | -5571 | -760833 | -168000 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 140, "offset": 57, "multiplier": 2.62173 } }, "second_band": { "type": "pwma", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 140, "offset": 57, "multiplier": 2.62173 } }, "second_band": { "type": "pwma", "factors": { "length": 206, "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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