Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735186.6395 | 550684.4779 | 184502.1617 | 584242.9478 | -274102.8318 | 858345.7797 |
Total P&L (%) | 735.1866 | 550.6845 | 184.5022 | 584.2429 | -274.1028 | 858.3458 |
Avg Daily Profit (%) | 0.405 | 0.3033 | 0.1016 | 0.106 | 0 | 0.1246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110445 | -86053 | -64210 | -1298231 | -881427 | -728680 |
Profit Factor | 2.4374 | 2.9687 | 1.7961 | 1.1297 | 0.8861 | 1.4089 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 43.4343 | 32 | 55.102 | 43.4343 | 32 | 55.102 |
Ratio Avg Win / Avg Loss | 3.1742 | 6.3085 | 1.4635 | 1.4712 | 1.883 | 1.148 |
Largest Winning Trade | 601983 | 601983 | 72330 | 607074 | 607074 | 543826 |
Largest Losing Trade | -30449 | -26834 | -30449 | -343918 | -279560 | -343918 |
Avg Bars in Trades | 106 | 82 | 131 | 106 | 82 | 131 |
Avg Bars in Winners | 172 | 146 | 188 | 172 | 146 | 188 |
Avg Bars in Losers | 56 | 52 | 61 | 56 | 52 | 61 |
Bars Traded | 10569 | 4133 | 6436 | 10569 | 4133 | 6436 |
Profit Streak | 6.2457 | 9.2457 | 0 | 6.2457 | 9.2457 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462160 | -171797 | -54251 | -130560 | -764388 | -24798 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 114 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 3.96989 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 114 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 3.96989 } } }
# | 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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