Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562859.6918 | 1444504.8016 | 118354.8902 | 787146.1863 | 132105.9727 | 655040.2136 |
Total P&L (%) | 1562.8597 | 1444.5048 | 118.3549 | 787.1462 | 132.106 | 655.0402 |
Avg Daily Profit (%) | 0.6605 | 0.6105 | 0.05 | 0.0923 | 0.0356 | 0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94008 | -76458 | -106359 | -1401184 | -1110005 | -1056820 |
Profit Factor | 3.6282 | 6.4673 | 1.3582 | 1.1399 | 1.0514 | 1.2144 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 44.3182 | 43.1818 | 45.4545 | 44.3182 | 43.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.5586 | 8.5096 | 1.6298 | 1.4321 | 1.3834 | 1.4573 |
Largest Winning Trade | 1425564 | 1425564 | 60034 | 814608 | 648600 | 814608 |
Largest Losing Trade | -55071 | -33963 | -55071 | -866116 | -673440 | -866116 |
Avg Bars in Trades | 51 | 43 | 59 | 51 | 43 | 59 |
Avg Bars in Winners | 71 | 54 | 88 | 71 | 54 | 88 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 4541 | 1910 | 2631 | 4541 | 1910 | 2631 |
Profit Streak | 29.6317 | 32.1317 | 0 | 29.6317 | 32.1317 | 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 | 623829 | 648801 | -126267 | -137423 | -311441 | -80564 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 2.34553 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 2.34553 } } }
# | 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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