Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195657.7502 | 1136580.0976 | 59077.6526 | 159671.147 | 1086759.274 | -927088.127 |
Total P&L (%) | 1195.6578 | 1136.5801 | 59.0777 | 159.6711 | 1086.7593 | -927.0881 |
Avg Daily Profit (%) | 0.503 | 0.4782 | 0.0249 | 0.0402 | 0.1041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130015 | -122510 | -103810 | -2654101 | -1987556 | -1381269 |
Profit Factor | 2.2763 | 3.1511 | 1.1446 | 1.0223 | 1.2635 | 0.6942 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 38.8889 | 36.5079 | 41.2698 | 38.8889 | 36.5079 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.577 | 5.4802 | 1.6289 | 1.6065 | 2.1974 | 0.9879 |
Largest Winning Trade | 788673 | 788673 | 64123 | 2075915 | 2075915 | 395412 |
Largest Losing Trade | -44869 | -44869 | -42384 | -677184 | -677184 | -576339 |
Avg Bars in Trades | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Winners | 92 | 89 | 95 | 92 | 89 | 95 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 6918 | 3149 | 3769 | 6918 | 3149 | 3769 |
Profit Streak | 0 | 0 | 40.1313 | 0 | 0 | 40.1313 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395066 | -135768 | -370528 | -338126 | -204786 | -730583 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 2.33852 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 2.33852 } } }
# | 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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