Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030832.6255 | 891330.4874 | 139502.1381 | 810943.7632 | 976719.4133 | -165775.6501 |
Total P&L (%) | 1030.8326 | 891.3305 | 139.5021 | 810.9438 | 976.7194 | -165.7757 |
Avg Daily Profit (%) | 0.4339 | 0.3752 | 0.0587 | 0.093 | 0.1001 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94829 | -80131 | -88466 | -2292627 | -2052031 | -2149959 |
Profit Factor | 2.3622 | 3.1694 | 1.4034 | 1.0703 | 1.1532 | 0.9678 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 40.1869 | 33.3333 | 47.1698 | 40.1869 | 33.3333 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.5159 | 6.3389 | 1.5718 | 1.593 | 2.3063 | 1.084 |
Largest Winning Trade | 555603 | 555603 | 66436 | 1948003 | 1948003 | 902792 |
Largest Losing Trade | -59433 | -45545 | -59433 | -1229596 | -1012585 | -1229596 |
Avg Bars in Trades | 86 | 76 | 96 | 86 | 76 | 96 |
Avg Bars in Winners | 151 | 142 | 158 | 151 | 142 | 158 |
Avg Bars in Losers | 42 | 43 | 41 | 42 | 43 | 41 |
Bars Traded | 9268 | 4147 | 5121 | 9268 | 4147 | 5121 |
Profit Streak | 0 | 0 | 41.8952 | 0 | 0 | 41.8952 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396176 | -171222 | -293285 | -213915 | -296696 | -759716 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.80563 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.80563 } } }
# | 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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