Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353470.3119 | 129811.1541 | 223659.1578 | 772497.0178 | -121862.9063 | 894359.9241 |
Total P&L (%) | 353.4703 | 129.8112 | 223.6592 | 772.497 | -121.8629 | 894.3599 |
Avg Daily Profit (%) | 0.3429 | 0.1259 | 0.217 | 0.2104 | 0 | 0.2231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81844 | -69935 | -53862 | -1422998 | -1268342 | -576565 |
Profit Factor | 1.7332 | 1.5115 | 1.9796 | 1.1686 | 0.9519 | 1.4363 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 64.9123 | 63.1579 | 66.6667 | 64.9123 | 63.1579 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9368 | 0.8817 | 0.9898 | 0.6317 | 0.5553 | 0.7182 |
Largest Winning Trade | 38403 | 38403 | 34516 | 401136 | 305552 | 401136 |
Largest Losing Trade | -39570 | -37280 | -39570 | -793733 | -793733 | -508884 |
Avg Bars in Trades | 50 | 51 | 50 | 50 | 51 | 50 |
Avg Bars in Winners | 37 | 30 | 43 | 37 | 30 | 43 |
Avg Bars in Losers | 75 | 86 | 64 | 75 | 86 | 64 |
Bars Traded | 5793 | 2911 | 2882 | 5793 | 2911 | 2882 |
Profit Streak | 16.16 | 16.16 | 26.9934 | 16.16 | 16.16 | 26.9934 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470472 | -202964 | -168131 | -24940 | -758550 | -169395 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.3157 } }, "second_band": { "type": "wma", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.3157 } }, "second_band": { "type": "wma", "factors": { "length": 223, "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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