Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943366.4651 | 872821.0976 | 70545.3674 | 810477.6194 | 161596.1054 | 648881.514 |
Total P&L (%) | 943.3665 | 872.8211 | 70.5454 | 810.4776 | 161.5961 | 648.8815 |
Avg Daily Profit (%) | 0.5126 | 0.4743 | 0.0383 | 0.1201 | 0.0523 | 0.1095 |
Buy And Hold Return (%) | 171.8124 | 171.8124 | 171.8124 | 171.8124 | 171.8124 | 171.8124 |
Max Trade Drawdown | -120904 | -79869 | -68849 | -2786559 | -1764281 | -1272895 |
Profit Factor | 2.2753 | 3.003 | 1.2321 | 1.09 | 1.0293 | 1.1854 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 49.6403 | 47.1429 | 52.1739 | 49.6403 | 47.1429 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.3082 | 3.367 | 1.1294 | 1.1058 | 1.1541 | 1.0867 |
Largest Winning Trade | 763684 | 763684 | 40135 | 795236 | 795236 | 751522 |
Largest Losing Trade | -35212 | -29169 | -35212 | -723642 | -723642 | -356721 |
Avg Bars in Trades | 38 | 42 | 33 | 38 | 42 | 33 |
Avg Bars in Winners | 52 | 56 | 49 | 52 | 56 | 49 |
Avg Bars in Losers | 24 | 30 | 17 | 24 | 30 | 17 |
Bars Traded | 5319 | 2987 | 2332 | 5319 | 2987 | 2332 |
Profit Streak | 0 | 0 | 48.9671 | 0 | 0 | 48.9671 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513466 | -80731 | -408640 | -155146 | -572708 | -166228 |
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{ "first_band": { "type": "pwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 54, "offset": 0, "multiplier": 3.23932 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 54, "offset": 0, "multiplier": 3.23932 } } }
# | 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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