Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310318.6881 | 293494.0848 | 16824.6033 | -52489.8429 | 75325.8432 | -127815.6861 |
Total P&L (%) | 310.3187 | 293.4941 | 16.8246 | -52.4898 | 75.3258 | -127.8157 |
Avg Daily Profit (%) | 0.1646 | 0.1557 | 0.0089 | -0.0395 | 0.0298 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189697 | -172178 | -90462 | -168918 | -62833 | -115512 |
Profit Factor | 1.3518 | 1.5725 | 1.0455 | 0.8693 | 1.4223 | 0.4275 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 50.4132 | 45.9016 | 55 | 50.4132 | 45.9016 | 55 |
Ratio Avg Win / Avg Loss | 1.3296 | 1.8533 | 0.8554 | 0.8551 | 1.6763 | 0.3498 |
Largest Winning Trade | 228241 | 228241 | 40796 | 73856 | 73856 | 13832 |
Largest Losing Trade | -63126 | -42344 | -63126 | -55731 | -33480 | -55731 |
Avg Bars in Trades | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Winners | 26 | 30 | 23 | 26 | 30 | 23 |
Avg Bars in Losers | 30 | 40 | 18 | 30 | 40 | 18 |
Bars Traded | 3457 | 2203 | 1254 | 3457 | 2203 | 1254 |
Profit Streak | 0 | 0 | 91.2579 | 0 | 0 | 91.2579 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301370 | -153171 | -529313 | -580125 | -314416 | -748072 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 107, "offset": 0, "multiplier": 3.41643 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 107, "offset": 0, "multiplier": 3.41643 } } }
# | 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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