Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674321.9776 | 661119.6909 | 13202.2867 | 123819.1733 | 220670.3092 | -96851.1359 |
Total P&L (%) | 674.322 | 661.1197 | 13.2023 | 123.8192 | 220.6703 | -96.8511 |
Avg Daily Profit (%) | 0.3666 | 0.3595 | 0.0072 | 0.0438 | 0.0634 | -0.1878 |
Buy And Hold Return (%) | 239.4228 | 239.4228 | 239.4228 | 239.4228 | 239.4228 | 239.4228 |
Max Trade Drawdown | -243083 | -172070 | -98802 | -711806 | -539499 | -203567 |
Profit Factor | 1.9372 | 2.686 | 1.0403 | 1.076 | 1.2315 | 0.8566 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 46.789 | 49.0909 | 44.4444 | 46.789 | 49.0909 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.2031 | 2.7855 | 1.3004 | 1.2237 | 1.2771 | 1.0708 |
Largest Winning Trade | 587345 | 587345 | 39052 | 628226 | 628226 | 113568 |
Largest Losing Trade | -62729 | -35446 | -62729 | -209463 | -209463 | -105481 |
Avg Bars in Trades | 65 | 71 | 57 | 65 | 71 | 57 |
Avg Bars in Winners | 86 | 93 | 78 | 86 | 93 | 78 |
Avg Bars in Losers | 46 | 50 | 41 | 46 | 50 | 41 |
Bars Traded | 7089 | 3959 | 3130 | 7089 | 3959 | 3130 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320677 | -169207 | -707400 | -438031 | -454829 | -761327 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 4.39889 } } }
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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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