Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509143.4969 | 430640.5788 | 78502.9181 | 249985.7285 | -198790.3313 | 448776.0599 |
Total P&L (%) | 509.1435 | 430.6406 | 78.5029 | 249.9857 | -198.7903 | 448.7761 |
Avg Daily Profit (%) | 0.2445 | 0.2068 | 0.0377 | 0.0602 | 0 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103387 | -80208 | -173549 | -663683 | -573044 | -173990 |
Profit Factor | 1.3976 | 1.6946 | 1.1189 | 1.074 | 0.8942 | 1.2996 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 206 | 105 | 101 | 206 | 105 | 101 |
Profitability (%) | 40.8046 | 39.6552 | 41.954 | 40.8046 | 39.6552 | 41.954 |
Ratio Avg Win / Avg Loss | 2.0276 | 2.5788 | 1.548 | 1.5581 | 1.3607 | 1.798 |
Largest Winning Trade | 240125 | 240125 | 54371 | 319037 | 319037 | 245166 |
Largest Losing Trade | -32688 | -19760 | -32688 | -148169 | -127142 | -148169 |
Avg Bars in Trades | 70 | 65 | 75 | 70 | 65 | 75 |
Avg Bars in Winners | 108 | 100 | 116 | 108 | 100 | 116 |
Avg Bars in Losers | 44 | 42 | 45 | 44 | 42 | 45 |
Bars Traded | 24517 | 11431 | 13086 | 24517 | 11431 | 13086 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304315 | 260021 | -233978 | -252319 | -582778 | -85337 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 3.1487 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 3.1487 } } }
# | 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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