Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356092.69 | 244799.3103 | 111293.3797 | 56978.1506 | 143526.4894 | -86548.3388 |
Total P&L (%) | 356.0927 | 244.7993 | 111.2934 | 56.9782 | 143.5265 | -86.5483 |
Avg Daily Profit (%) | 0.2227 | 0.1531 | 0.0696 | 0.0282 | 0.0557 | -0.1254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106554 | -105571 | -127840 | -152968 | -76572 | -180496 |
Profit Factor | 1.3288 | 1.4529 | 1.2052 | 1.0536 | 1.2948 | 0.8499 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 66.5 | 66 | 67 | 66.5 | 66 | 67 |
Ratio Avg Win / Avg Loss | 0.6694 | 0.7484 | 0.5936 | 0.5307 | 0.667 | 0.4186 |
Largest Winning Trade | 44336 | 44336 | 26556 | 51623 | 51623 | 31297 |
Largest Losing Trade | -71774 | -41154 | -71774 | -109401 | -48196 | -109401 |
Avg Bars in Trades | 46 | 57 | 35 | 46 | 57 | 35 |
Avg Bars in Winners | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Losers | 73 | 100 | 45 | 73 | 100 | 45 |
Bars Traded | 9249 | 5749 | 3500 | 9249 | 5749 | 3500 |
Profit Streak | 61.4432 | 61.4432 | 78.1099 | 61.4432 | 61.4432 | 78.1099 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401646 | 360967 | -98592 | -314580 | -116718 | -577214 |
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{ "first_band": { "type": "fwma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 242, "offset": 0, "multiplier": 3.34413 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 242, "offset": 0, "multiplier": 3.34413 } } }
# | 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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