Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875535.267 | 672687.2545 | 202848.0125 | 3737520.6568 | -327988.1909 | 4065508.8477 |
Total P&L (%) | 875.5353 | 672.6873 | 202.848 | 3737.5207 | -327.9882 | 4065.5088 |
Avg Daily Profit (%) | 0.3724 | 0.2861 | 0.0863 | 0.1553 | 0 | 0.1588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80140 | -58910 | -101006 | -1558845 | -2116506 | -708811 |
Profit Factor | 2.0635 | 2.5283 | 1.5295 | 1.3462 | 0.9525 | 2.043 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 44.1489 | 43.617 | 44.6809 | 44.1489 | 43.617 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.6105 | 3.2683 | 1.8936 | 1.703 | 1.2312 | 2.5294 |
Largest Winning Trade | 327710 | 327710 | 61149 | 1630670 | 1014489 | 1630670 |
Largest Losing Trade | -55483 | -27647 | -55483 | -820338 | -820338 | -507481 |
Avg Bars in Trades | 72 | 67 | 78 | 72 | 67 | 78 |
Avg Bars in Winners | 105 | 92 | 117 | 105 | 92 | 117 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 13713 | 6329 | 7384 | 13713 | 6329 | 7384 |
Profit Streak | 0 | 0 | 28.8119 | 0 | 0 | 28.8119 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437160 | 389101 | -76523 | 282295 | -581896 | 367337 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 184, "offset": 0, "multiplier": 2.97807 } } }
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# | 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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