Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331806.53 | 198776.1231 | 133030.4068 | -396385.308 | -151321.4722 | -245063.8357 |
Total P&L (%) | 331.8065 | 198.7761 | 133.0304 | -396.3853 | -151.3215 | -245.0638 |
Avg Daily Profit (%) | 0.1741 | 0.1043 | 0.0698 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138936 | -86558 | -170917 | -543332 | -192326 | -453814 |
Profit Factor | 1.3764 | 1.4892 | 1.2799 | 0.7779 | 0.8108 | 0.7513 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 142 | 65 | 77 | 100 | 57 | 43 |
Losing Trades | 101 | 56 | 45 | 143 | 64 | 79 |
Profitability (%) | 58.4362 | 53.719 | 63.1148 | 41.1523 | 47.1074 | 35.2459 |
Ratio Avg Win / Avg Loss | 0.979 | 1.283 | 0.748 | 1.1124 | 0.9103 | 1.3803 |
Largest Winning Trade | 59468 | 59468 | 48241 | 236962 | 124395 | 236962 |
Largest Losing Trade | -138936 | -56034 | -138936 | -205035 | -147585 | -205035 |
Avg Bars in Trades | 44 | 51 | 38 | 44 | 51 | 38 |
Avg Bars in Winners | 32 | 36 | 29 | 57 | 63 | 49 |
Avg Bars in Losers | 61 | 68 | 53 | 36 | 40 | 32 |
Bars Traded | 10887 | 6215 | 4672 | 10887 | 6215 | 4672 |
Profit Streak | 18.3101 | 18.8101 | 18.3101 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349725 | -51703 | -99417 | -581280 | -582135 | -585079 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 2.05863 } }, "second_band": { "type": "fwma", "factors": { "length": 196, "offset": 142 } } }
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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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