Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586006.1757 | 537829.8557 | 48176.3199 | 63406.2348 | -159776.8234 | 223183.0582 |
Total P&L (%) | 586.0062 | 537.8299 | 48.1763 | 63.4062 | -159.7768 | 223.1831 |
Avg Daily Profit (%) | 0.2343 | 0.215 | 0.0193 | 0.0196 | 0 | 0.0469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159896 | -129747 | -84168 | -563621 | -547368 | -273544 |
Profit Factor | 1.7959 | 2.4158 | 1.1352 | 1.0288 | 0.8745 | 1.2409 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 43.4343 | 36 | 51.0204 | 43.4343 | 36 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.3388 | 4.2948 | 1.0898 | 1.3399 | 1.5548 | 1.1912 |
Largest Winning Trade | 471513 | 471513 | 55662 | 363421 | 363421 | 205991 |
Largest Losing Trade | -44108 | -27394 | -44108 | -236517 | -150906 | -236517 |
Avg Bars in Trades | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Winners | 67 | 70 | 65 | 67 | 70 | 65 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 4808 | 2360 | 2448 | 4808 | 2360 | 2448 |
Profit Streak | 0 | 0 | 54.3546 | 0 | 0 | 54.3546 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340114 | -172730 | -239674 | -358180 | -763500 | -129740 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.1984 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.1984 } } }
# | 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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