Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408514.3324 | 1400350.8985 | 8163.4339 | 214451.7996 | 1258046.9606 | -1043595.1611 |
Total P&L (%) | 1408.5143 | 1400.3509 | 8.1634 | 214.4518 | 1258.047 | -1043.5952 |
Avg Daily Profit (%) | 0.7596 | 0.7552 | 0.0044 | 0.0618 | 0.1408 | 0 |
Buy And Hold Return (%) | 168.6235 | 168.6235 | 168.6235 | 168.6235 | 168.6235 | 168.6235 |
Max Trade Drawdown | -179395 | -100019 | -78965 | -1262328 | -275563 | -490212 |
Profit Factor | 3.8855 | 7.5928 | 1.0296 | 1.0927 | 2.8585 | 0.3618 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 42.1053 | 37.931 | 46.4286 | 42.1053 | 37.931 | 46.4286 |
Ratio Avg Win / Avg Loss | 5.3426 | 12.4246 | 1.188 | 1.5025 | 4.6776 | 0.4175 |
Largest Winning Trade | 1244663 | 1244663 | 75449 | 1244663 | 1244663 | 213774 |
Largest Losing Trade | -72554 | -31009 | -72554 | -782918 | -172680 | -782918 |
Avg Bars in Trades | 187 | 185 | 189 | 187 | 185 | 189 |
Avg Bars in Winners | 324 | 339 | 311 | 324 | 339 | 311 |
Avg Bars in Losers | 87 | 91 | 82 | 87 | 91 | 82 |
Bars Traded | 10676 | 5383 | 5293 | 10676 | 5383 | 5293 |
Profit Streak | 0 | 0 | 53.7046 | 0 | 0 | 53.7046 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162771 | 596272 | -562554 | -491584 | -3962 | -602659 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 83, "offset": 233 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 2.84269 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 83, "offset": 233 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 2.84269 } } }
# | 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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