Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1387236.2943 | 1339129.9996 | 48106.2947 | 248763.3666 | 136260.0634 | 112503.3032 |
Total P&L (%) | 1387.2363 | 1339.13 | 48.1063 | 248.7634 | 136.2601 | 112.5033 |
Avg Daily Profit (%) | 0.7473 | 0.7214 | 0.0259 | 0.0673 | 0.0463 | 0.0406 |
Buy And Hold Return (%) | 85.0046 | 85.0046 | 85.0046 | 85.0046 | 85.0046 | 85.0046 |
Max Trade Drawdown | -199056 | -150674 | -88527 | -5595045 | -4186588 | -2211765 |
Profit Factor | 3.4875 | 5.3008 | 1.1953 | 1.017 | 1.0161 | 1.0182 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 39.3443 | 35.4839 | 43.3333 | 39.3443 | 35.4839 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.3765 | 9.6379 | 1.5631 | 1.5679 | 1.8475 | 1.3315 |
Largest Winning Trade | 1347260 | 1347260 | 54273 | 2478988 | 2478988 | 1357139 |
Largest Losing Trade | -38999 | -38201 | -38999 | -1646595 | -1646595 | -1358033 |
Avg Bars in Trades | 86 | 87 | 85 | 86 | 87 | 85 |
Avg Bars in Winners | 129 | 138 | 121 | 129 | 138 | 121 |
Avg Bars in Losers | 58 | 59 | 58 | 58 | 59 | 58 |
Bars Traded | 5274 | 2704 | 2570 | 5274 | 2704 | 2570 |
Profit Streak | 0 | 0 | 74.1332 | 0 | 0 | 74.1332 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151035 | 533681 | -330702 | -477348 | -347935 | -406348 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 4.18463 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 4.18463 } } }
# | 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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