Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286878.9111 | 1487810.5119 | -200931.6009 | -96536.2653 | 3386580.03 | -3483116.2953 |
Total P&L (%) | 1286.8789 | 1487.8105 | -200.9316 | -96.5363 | 3386.58 | -3483.1163 |
Avg Daily Profit (%) | 0.5803 | 0.6709 | -0.0906 | -0.1515 | 0.1603 | 0 |
Buy And Hold Return (%) | 277.4852 | 277.4852 | 277.4852 | 277.4852 | 277.4852 | 277.4852 |
Max Trade Drawdown | -476363 | -261384 | -281631 | -4300309 | -882307 | -3583030 |
Profit Factor | 2.0809 | 3.3169 | 0.6336 | 0.9855 | 2.538 | 0.222 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 36.0544 | 35.6164 | 36.4865 | 36.0544 | 35.6164 | 36.4865 |
Ratio Avg Win / Avg Loss | 3.6907 | 5.9959 | 1.1029 | 1.748 | 4.5879 | 0.3864 |
Largest Winning Trade | 1604597 | 1604597 | 35831 | 4050731 | 4050731 | 343301 |
Largest Losing Trade | -67214 | -43090 | -67214 | -2892361 | -365005 | -2892361 |
Avg Bars in Trades | 42 | 56 | 28 | 42 | 56 | 28 |
Avg Bars in Winners | 64 | 90 | 40 | 64 | 90 | 40 |
Avg Bars in Losers | 30 | 38 | 22 | 30 | 38 | 22 |
Bars Traded | 6293 | 4150 | 2143 | 6293 | 4150 | 2143 |
Profit Streak | 76.9955 | 77.9955 | 76.9955 | 76.9955 | 77.9955 | 76.9955 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342682 | -59682 | -647989 | -582070 | -64457 | -649655 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 4.13735 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 4.13735 } } }
# | 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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