Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103459.0228 | 50106.4829 | 53352.5399 | 144179.3142 | 53123.5367 | 91055.7775 |
Total P&L (%) | 103.459 | 50.1065 | 53.3525 | 144.1793 | 53.1235 | 91.0558 |
Avg Daily Profit (%) | 0.2254 | 0.1091 | 0.1162 | 0.1947 | 0.0929 | 0.1411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42420 | -20110 | -27419 | -44350 | -22618 | -27494 |
Profit Factor | 1.4948 | 1.5127 | 1.479 | 1.6208 | 1.4585 | 1.7823 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 57.754 | 59.5745 | 55.914 | 57.754 | 59.5745 | 55.914 |
Ratio Avg Win / Avg Loss | 1.0934 | 1.0265 | 1.1661 | 1.1856 | 0.9897 | 1.4053 |
Largest Winning Trade | 28826 | 8438 | 28826 | 51028 | 19243 | 51028 |
Largest Losing Trade | -11193 | -11193 | -10683 | -21377 | -21377 | -11015 |
Avg Bars in Trades | 57 | 52 | 62 | 57 | 52 | 62 |
Avg Bars in Winners | 65 | 56 | 74 | 65 | 56 | 74 |
Avg Bars in Losers | 47 | 45 | 48 | 47 | 45 | 48 |
Bars Traded | 10766 | 4909 | 5857 | 10766 | 4909 | 5857 |
Profit Streak | 0 | 0 | 607.0216 | 0 | 0 | 607.0216 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371929 | -47048 | -37129 | 387075 | -70567 | -1723 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 198, "offset": 0, "multiplier": 4.76765 } } }
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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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