Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -38313.4387 | 208300.6348 | -246614.0735 | 2636588.5792 | 891970.2837 | 1744618.2954 |
Total P&L (%) | -38.3134 | 208.3006 | -246.6141 | 2636.5886 | 891.9703 | 1744.6183 |
Avg Daily Profit (%) | -0.02 | 0.1087 | -0.1287 | 0.1729 | 0.1199 | 0.1523 |
Buy And Hold Return (%) | 71.5 | 71.5 | 71.5 | 71.5 | 71.5 | 71.5 |
Max Trade Drawdown | -317641 | -81829 | -401191 | -1252327 | -424975 | -1213226 |
Profit Factor | 0.96 | 1.812 | 0.6485 | 1.7908 | 1.5669 | 1.9909 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 22 | 25 | 35 | 18 | 17 |
Losing Trades | 25 | 14 | 11 | 37 | 18 | 19 |
Profitability (%) | 65.2778 | 61.1111 | 69.4444 | 48.6111 | 50 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.5106 | 1.1531 | 0.2853 | 1.8931 | 1.5669 | 2.2251 |
Largest Winning Trade | 58368 | 58368 | 38306 | 1127298 | 388184 | 1127298 |
Largest Losing Trade | -294359 | -36806 | -294359 | -376129 | -233553 | -376129 |
Avg Bars in Trades | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Winners | 29 | 27 | 31 | 61 | 63 | 59 |
Avg Bars in Losers | 89 | 88 | 91 | 39 | 38 | 40 |
Bars Traded | 3629 | 1848 | 1781 | 3629 | 1848 | 1781 |
Profit Streak | 20.2711 | 20.2711 | 268.7711 | 20.2711 | 20.2711 | 366.7711 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661235 | -46682 | -576820 | -72053 | -29199 | 423713 |
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{ "first_band": { "type": "fwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 3.4386 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 3.4386 } } }
# | 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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