Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220810.4836 | 35501.955 | 185308.5286 | 128887.8145 | -18456.2443 | 147344.0587 |
Total P&L (%) | 220.8105 | 35.502 | 185.3085 | 128.8878 | -18.4562 | 147.3441 |
Avg Daily Profit (%) | 0.2131 | 0.0343 | 0.1788 | 0.0799 | -0.0197 | 0.0874 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92601 | -69379 | -48044 | -204360 | -77835 | -137174 |
Profit Factor | 1.3207 | 1.1176 | 1.4793 | 1.143 | 0.9495 | 1.2749 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 58.5366 | 56.0976 | 60.9756 | 58.5366 | 56.0976 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.9355 | 0.8746 | 0.9467 | 0.8096 | 0.7431 | 0.816 |
Largest Winning Trade | 52253 | 30727 | 52253 | 72295 | 26796 | 72295 |
Largest Losing Trade | -32698 | -22093 | -32698 | -59587 | -32852 | -59587 |
Avg Bars in Trades | 23 | 15 | 32 | 23 | 15 | 32 |
Avg Bars in Winners | 22 | 12 | 31 | 22 | 12 | 31 |
Avg Bars in Losers | 26 | 19 | 34 | 26 | 19 | 34 |
Bars Traded | 3918 | 1261 | 2657 | 3918 | 1261 | 2657 |
Profit Streak | 19.4546 | 31.2046 | 19.4546 | 19.4546 | 31.2046 | 19.4546 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359679 | -245004 | 171111 | -147436 | -583168 | -80167 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 166, "offset": 0, "multiplier": 3.21022 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "offset": 0 } } }
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# | 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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