Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228357.702 | 103411.024 | 124946.6779 | -122749.5287 | -56121.2775 | -66628.2512 |
Total P&L (%) | 228.3577 | 103.411 | 124.9467 | -122.7495 | -56.1213 | -66.6283 |
Avg Daily Profit (%) | 0.2055 | 0.0931 | 0.1124 | 0 | -0.0741 | -0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134353 | -73628 | -109040 | -175213 | -73527 | -124516 |
Profit Factor | 1.3635 | 1.3435 | 1.3819 | 0.6778 | 0.6752 | 0.6799 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 102 | 44 | 58 | 75 | 41 | 34 |
Losing Trades | 68 | 41 | 27 | 95 | 44 | 51 |
Profitability (%) | 60 | 51.7647 | 68.2353 | 44.1176 | 48.2353 | 40 |
Ratio Avg Win / Avg Loss | 0.909 | 1.2519 | 0.6433 | 0.8586 | 0.7246 | 1.0199 |
Largest Winning Trade | 56373 | 56373 | 25893 | 18317 | 13643 | 18317 |
Largest Losing Trade | -102236 | -28846 | -102236 | -87832 | -22681 | -87832 |
Avg Bars in Trades | 38 | 39 | 36 | 38 | 39 | 36 |
Avg Bars in Winners | 33 | 27 | 38 | 39 | 37 | 41 |
Avg Bars in Losers | 44 | 52 | 32 | 37 | 41 | 33 |
Bars Traded | 6462 | 3333 | 3129 | 6462 | 3333 | 3129 |
Profit Streak | 37.6269 | 37.6269 | 40.6269 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347363 | -67940 | -41118 | -582175 | -581791 | -583326 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.3247 } }, "second_band": { "type": "sinwma", "factors": { "length": 41, "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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