Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409483.0488 | 1347041.1743 | 62441.8745 | 4364775.3477 | 4189443.4291 | 175331.9186 |
Total P&L (%) | 1409.483 | 1347.0412 | 62.4419 | 4364.7753 | 4189.4434 | 175.3319 |
Avg Daily Profit (%) | 0.7716 | 0.7374 | 0.0342 | 0.2082 | 0.206 | 0.0555 |
Buy And Hold Return (%) | 653.6451 | 653.6451 | 653.6451 | 653.6451 | 653.6451 | 653.6451 |
Max Trade Drawdown | -114540 | -85004 | -68767 | -5193793 | -3577998 | -3173183 |
Profit Factor | 3.1433 | 4.8988 | 1.2001 | 1.1985 | 1.3774 | 1.0161 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 36.0947 | 38.0952 | 34.1176 | 36.0947 | 38.0952 | 34.1176 |
Ratio Avg Win / Avg Loss | 5.5652 | 7.9605 | 2.3173 | 2.1219 | 2.2383 | 1.9621 |
Largest Winning Trade | 734169 | 734169 | 75510 | 4772999 | 4772999 | 2518261 |
Largest Losing Trade | -22505 | -22505 | -18157 | -1271382 | -1271382 | -768424 |
Avg Bars in Trades | 62 | 59 | 66 | 62 | 59 | 66 |
Avg Bars in Winners | 119 | 98 | 142 | 119 | 98 | 142 |
Avg Bars in Losers | 30 | 34 | 27 | 30 | 34 | 27 |
Bars Traded | 10617 | 4962 | 5655 | 10617 | 4962 | 5655 |
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 | 308193 | 320740 | -318925 | 82951 | 158555 | -492843 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 1.47874 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 1.47874 } } }
# | 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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