Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3904064.0498 | 4112292.3736 | -208228.3239 | -84771.8683 | 39290.6067 | -124062.475 |
Total P&L (%) | 3904.0641 | 4112.2924 | -208.2283 | -84.7719 | 39.2906 | -124.0625 |
Avg Daily Profit (%) | 1.9878 | 2.0938 | -0.106 | -0.0958 | 0.0169 | 0 |
Buy And Hold Return (%) | 1744.4336 | 1744.4336 | 1744.4336 | 1744.4336 | 1744.4336 | 1744.4336 |
Max Trade Drawdown | -261936 | -79589 | -299505 | -146605 | -35169 | -171815 |
Profit Factor | 5.8886 | 12.7529 | 0.5359 | 0.7543 | 1.3057 | 0.4269 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 40.5797 | 42.8571 | 38.2353 | 40.5797 | 42.8571 | 38.2353 |
Ratio Avg Win / Avg Loss | 8.6226 | 17.0039 | 0.8658 | 1.1045 | 1.7409 | 0.6896 |
Largest Winning Trade | 4168399 | 4168399 | 61187 | 75370 | 75370 | 37185 |
Largest Losing Trade | -84919 | -52358 | -84919 | -60820 | -21202 | -60820 |
Avg Bars in Trades | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Winners | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Losers | 41 | 46 | 36 | 41 | 46 | 36 |
Bars Traded | 3769 | 2055 | 1714 | 3769 | 2055 | 1714 |
Profit Streak | 0 | 0 | 592.1084 | 0 | 0 | 592.1084 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92599 | 558847 | -584411 | -689052 | -337641 | -584411 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 2.86376 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 2.86376 } } }
# | 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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