Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469489.1897 | 426934.9025 | 42554.2872 | 363163.1041 | 912719.9853 | -549556.8813 |
Total P&L (%) | 469.4892 | 426.9349 | 42.5543 | 363.1631 | 912.72 | -549.5569 |
Avg Daily Profit (%) | 0.1966 | 0.1788 | 0.0178 | 0.0642 | 0.097 | 0 |
Buy And Hold Return (%) | 93.5041 | 93.5041 | 93.5041 | 93.5041 | 93.5041 | 93.5041 |
Max Trade Drawdown | -177795 | -100994 | -144584 | -4104857 | -3335312 | -2979043 |
Profit Factor | 1.3205 | 1.6688 | 1.0515 | 1.0163 | 1.0885 | 0.954 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Losing Trades | 156 | 77 | 79 | 156 | 77 | 79 |
Profitability (%) | 48 | 48.6667 | 47.3333 | 48 | 48.6667 | 47.3333 |
Ratio Avg Win / Avg Loss | 1.4305 | 1.7602 | 1.17 | 1.101 | 1.1482 | 1.0615 |
Largest Winning Trade | 56800 | 52566 | 56800 | 1376373 | 887568 | 1376373 |
Largest Losing Trade | -38121 | -38121 | -27390 | -1111767 | -787895 | -1111767 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 9404 | 4511 | 4893 | 9404 | 4511 | 4893 |
Profit Streak | 2.6705 | 6.6705 | 0 | 2.6705 | 6.6705 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 209382 | 351223 | -499515 | -312753 | -185319 | -579917 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 3.2592 } }, "second_band": { "type": "sinwma", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 3.2592 } }, "second_band": { "type": "sinwma", "factors": { "length": 10, "offset": 0 } } }
# | 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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