Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241009.2008 | 157669.2975 | 83339.9033 | 18198.5479 | 53992.0774 | -35793.5296 |
Total P&L (%) | 241.0092 | 157.6693 | 83.3399 | 18.1985 | 53.9921 | -35.7935 |
Avg Daily Profit (%) | 0.1973 | 0.1291 | 0.0682 | 0.0137 | 0.0354 | -0.0363 |
Buy And Hold Return (%) | 27.2968 | 27.2968 | 27.2968 | 27.2968 | 27.2968 | 27.2968 |
Max Trade Drawdown | -84247 | -69776 | -94708 | -181144 | -114390 | -194738 |
Profit Factor | 1.5635 | 1.7499 | 1.3833 | 1.0322 | 1.2032 | 0.8802 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 78.8889 | 82.2222 | 75.5556 | 78.8889 | 82.2222 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.4184 | 0.3783 | 0.4475 | 0.2762 | 0.2602 | 0.2848 |
Largest Winning Trade | 31900 | 31900 | 25746 | 31900 | 31900 | 31361 |
Largest Losing Trade | -84247 | -64310 | -84247 | -181144 | -109006 | -181144 |
Avg Bars in Trades | 51 | 60 | 41 | 51 | 60 | 41 |
Avg Bars in Winners | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Losers | 126 | 191 | 79 | 126 | 191 | 79 |
Bars Traded | 4591 | 2729 | 1862 | 4591 | 2729 | 1862 |
Profit Streak | 72.5194 | 86.0194 | 72.5194 | 72.5194 | 86.0194 | 72.5194 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482931 | -15408 | -101201 | -521265 | -149337 | -576023 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.7857, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 4.4396 } } }
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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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