Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941499.8133 | 910622.6502 | 30877.1631 | -99953.0559 | -61187.9332 | -38765.1227 |
Total P&L (%) | 941.4998 | 910.6227 | 30.8772 | -99.9531 | -61.1879 | -38.7651 |
Avg Daily Profit (%) | 0.3895 | 0.3767 | 0.0128 | -0.3165 | -0.0391 | -0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197915 | -144963 | -192174 | -349316 | -160107 | -189407 |
Profit Factor | 2.1582 | 3.321 | 1.0734 | 0.7641 | 0.7125 | 0.8162 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50 | 45.9459 | 54.0541 | 50 | 45.9459 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.1582 | 3.9071 | 0.9124 | 0.7641 | 0.8383 | 0.6938 |
Largest Winning Trade | 790036 | 790036 | 51092 | 53189 | 53189 | 52851 |
Largest Losing Trade | -99978 | -47262 | -99978 | -189181 | -160107 | -189181 |
Avg Bars in Trades | 62 | 59 | 64 | 62 | 59 | 64 |
Avg Bars in Winners | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Losers | 44 | 40 | 48 | 44 | 40 | 48 |
Bars Traded | 4604 | 2203 | 2401 | 4604 | 2203 | 2401 |
Profit Streak | 49.7422 | 0 | 71.2422 | 49.7422 | 0 | 71.2422 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54450 | 515743 | -319148 | -648991 | -582349 | -579688 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 3.27388 } } }
# | 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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