Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242659.7895 | 13304.0973 | 229355.6922 | 72479.9776 | -133004.8729 | 205484.8505 |
Total P&L (%) | 242.6598 | 13.3041 | 229.3557 | 72.48 | -133.0049 | 205.4849 |
Avg Daily Profit (%) | 0.159 | 0.0087 | 0.1503 | 0.0357 | 0 | 0.0732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104613 | -77768 | -53519 | -220378 | -225527 | -162140 |
Profit Factor | 1.2696 | 1.0268 | 1.567 | 1.0354 | 0.8784 | 1.2161 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 56.3218 | 52.8736 | 59.7701 | 56.3218 | 52.8736 | 59.7701 |
Ratio Avg Win / Avg Loss | 0.9846 | 0.9152 | 1.0547 | 0.803 | 0.7829 | 0.8185 |
Largest Winning Trade | 58493 | 58493 | 31583 | 135452 | 135452 | 71070 |
Largest Losing Trade | -32681 | -30033 | -32681 | -87311 | -79228 | -87311 |
Avg Bars in Trades | 17 | 13 | 20 | 17 | 13 | 20 |
Avg Bars in Winners | 17 | 9 | 23 | 17 | 9 | 23 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 2965 | 1174 | 1790 | 2965 | 1174 | 1790 |
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 | 270388 | -436499 | 364833 | -326364 | -580449 | -96069 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 3.22557 } }, "second_band": { "type": "sinwma", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 3.22557 } }, "second_band": { "type": "sinwma", "factors": { "length": 32, "offset": 0 } } }
# | 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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