Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431883.3876 | 1584468.7264 | -152585.3387 | -87803.0007 | 572707.4469 | -660510.4476 |
Total P&L (%) | 1431.8834 | 1584.4687 | -152.5853 | -87.803 | 572.7074 | -660.5104 |
Avg Daily Profit (%) | 0.6456 | 0.7144 | -0.0688 | -0.0948 | 0.086 | 0 |
Buy And Hold Return (%) | 336.8432 | 336.8432 | 336.8432 | 336.8432 | 336.8432 | 336.8432 |
Max Trade Drawdown | -318981 | -166833 | -232735 | -1329970 | -516408 | -829032 |
Profit Factor | 2.5026 | 4.5956 | 0.7021 | 0.9626 | 1.5309 | 0.4806 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 |
Ratio Avg Win / Avg Loss | 4.1711 | 7.6593 | 1.1702 | 1.6044 | 2.5515 | 0.801 |
Largest Winning Trade | 1663705 | 1663705 | 47940 | 1039931 | 1039931 | 244644 |
Largest Losing Trade | -64647 | -36383 | -64647 | -399584 | -300106 | -399584 |
Avg Bars in Trades | 66 | 64 | 68 | 66 | 64 | 68 |
Avg Bars in Winners | 105 | 90 | 120 | 105 | 90 | 120 |
Avg Bars in Losers | 43 | 48 | 37 | 43 | 48 | 37 |
Bars Traded | 6403 | 3098 | 3305 | 6403 | 3098 | 3305 |
Profit Streak | 48.7514 | 48.7514 | 49.4181 | 48.7514 | 48.7514 | 49.4181 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413920 | 523916 | -582893 | -581119 | -87817 | -584560 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 2.90163 } } }
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# | 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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