Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709707.6346 | 688476.8281 | 21230.8064 | 523563.3384 | 1283475.0581 | -759911.7197 |
Total P&L (%) | 709.7076 | 688.4768 | 21.2308 | 523.5633 | 1283.4751 | -759.9117 |
Avg Daily Profit (%) | 0.3901 | 0.3784 | 0.0117 | 0.1007 | 0.1445 | 0 |
Buy And Hold Return (%) | 189.6075 | 189.6075 | 189.6075 | 189.6075 | 189.6075 | 189.6075 |
Max Trade Drawdown | -103259 | -77376 | -83922 | -1629078 | -1193333 | -1159585 |
Profit Factor | 2.1918 | 3.4982 | 1.0664 | 1.1123 | 1.5788 | 0.6893 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 42.8571 | 44.4444 | 41.3043 | 42.8571 | 44.4444 | 41.3043 |
Ratio Avg Win / Avg Loss | 2.9225 | 4.3727 | 1.5154 | 1.483 | 1.9735 | 0.9796 |
Largest Winning Trade | 368766 | 368766 | 72638 | 1002494 | 1002494 | 304300 |
Largest Losing Trade | -43520 | -35601 | -43520 | -546196 | -546196 | -345917 |
Avg Bars in Trades | 76 | 74 | 79 | 76 | 74 | 79 |
Avg Bars in Winners | 119 | 100 | 138 | 119 | 100 | 138 |
Avg Bars in Losers | 45 | 53 | 37 | 45 | 53 | 37 |
Bars Traded | 7002 | 3360 | 3642 | 7002 | 3360 | 3642 |
Profit Streak | 0 | 36.4996 | 0 | 0 | 36.4996 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318507 | 437520 | -492740 | -161066 | 53681 | -584086 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 37, "multiplier": 2.84771 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 37, "multiplier": 2.84771 } } }
# | 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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