Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506642.9939 | 408047.284 | 98595.7099 | 33843.9476 | -232310.651 | 266154.5986 |
Total P&L (%) | 506.643 | 408.0473 | 98.5957 | 33.8439 | -232.3107 | 266.1546 |
Avg Daily Profit (%) | 0.3441 | 0.2771 | 0.067 | 0.0198 | 0 | 0.0882 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142629 | -172359 | -86318 | -621111 | -738267 | -155525 |
Profit Factor | 1.4648 | 1.599 | 1.2411 | 1.0139 | 0.8666 | 1.3878 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 50 | 48.8372 | 51.1628 | 50 | 48.8372 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.4648 | 1.6752 | 1.1847 | 1.0139 | 0.9079 | 1.3247 |
Largest Winning Trade | 295827 | 295827 | 30984 | 320698 | 320698 | 139803 |
Largest Losing Trade | -60255 | -60255 | -35134 | -418220 | -418220 | -56128 |
Avg Bars in Trades | 49 | 72 | 26 | 49 | 72 | 26 |
Avg Bars in Winners | 49 | 62 | 37 | 49 | 62 | 37 |
Avg Bars in Losers | 48 | 80 | 14 | 48 | 80 | 14 |
Bars Traded | 8478 | 6197 | 2281 | 8478 | 6197 | 2281 |
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 | 405395 | 378947 | -103700 | -373469 | -581554 | -74508 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 4.90738 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 4.90738 } } }
# | 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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