Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057775.3501 | 1020176.1903 | 37599.1598 | 32187.1332 | 335910.7911 | -303723.658 |
Total P&L (%) | 1057.7754 | 1020.1762 | 37.5992 | 32.1871 | 335.9108 | -303.7237 |
Avg Daily Profit (%) | 0.5878 | 0.5669 | 0.0209 | 0.0155 | 0.0818 | 0 |
Buy And Hold Return (%) | 223.28 | 223.28 | 223.28 | 223.28 | 223.28 | 223.28 |
Max Trade Drawdown | -95500 | -125091 | -36741 | -445347 | -281149 | -61289 |
Profit Factor | 3.2455 | 5.5026 | 1.1538 | 1.0288 | 1.7848 | 0.5607 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 3.2455 | 5.5026 | 1.1538 | 1.0288 | 1.7848 | 0.5607 |
Largest Winning Trade | 694952 | 694952 | 66694 | 366331 | 366331 | 96611 |
Largest Losing Trade | -95500 | -41334 | -95500 | -445347 | -102064 | -445347 |
Avg Bars in Trades | 53 | 54 | 53 | 53 | 54 | 53 |
Avg Bars in Winners | 71 | 62 | 80 | 71 | 62 | 80 |
Avg Bars in Losers | 35 | 45 | 25 | 35 | 45 | 25 |
Bars Traded | 3426 | 1729 | 1697 | 3426 | 1729 | 1697 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127510 | 633187 | -382114 | -670305 | -90514 | -580810 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 2.59569 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 2.59569 } } }
# | 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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