Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572744.54 | 518570.3788 | 54174.1612 | 347535.871 | 431249.9285 | -83714.0576 |
Total P&L (%) | 572.7445 | 518.5704 | 54.1742 | 347.5359 | 431.2499 | -83.7141 |
Avg Daily Profit (%) | 0.3073 | 0.2783 | 0.0291 | 0.0804 | 0.0897 | -0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134946 | -100580 | -136436 | -643422 | -234556 | -508824 |
Profit Factor | 1.571 | 2.249 | 1.0922 | 1.1559 | 1.4834 | 0.9374 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 46.2585 | 45.2055 | 47.2973 | 46.2585 | 45.2055 | 47.2973 |
Ratio Avg Win / Avg Loss | 1.8252 | 2.726 | 1.217 | 1.3429 | 1.798 | 1.0445 |
Largest Winning Trade | 162876 | 162876 | 75462 | 315399 | 315399 | 220899 |
Largest Losing Trade | -37770 | -29137 | -37770 | -280142 | -111665 | -280142 |
Avg Bars in Trades | 37 | 29 | 45 | 37 | 29 | 45 |
Avg Bars in Winners | 49 | 35 | 61 | 49 | 35 | 61 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 5489 | 2139 | 3350 | 5489 | 2139 | 3350 |
Profit Streak | 16.2894 | 0 | 55.6228 | 16.2894 | 0 | 55.6228 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407374 | -60557 | -338291 | -135032 | -144499 | -643156 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 46, "offset": 0, "multiplier": 3.08599 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.01323, "nc": 0.15023 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 46, "offset": 0, "multiplier": 3.08599 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.01323, "nc": 0.15023 } } }
# | 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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