Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212081.0251 | 462170.1896 | -250089.1645 | -99555.9194 | 308454.5958 | -408010.5151 |
Total P&L (%) | 212.081 | 462.1702 | -250.0892 | -99.5559 | 308.4546 | -408.0105 |
Avg Daily Profit (%) | 0.0916 | 0.1996 | -0.108 | -0.2337 | 0.0608 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -416470 | -228756 | -360370 | -596017 | -271981 | -438458 |
Profit Factor | 1.0664 | 1.2866 | 0.8417 | 0.9379 | 1.4284 | 0.5386 |
Total Trades | 772 | 386 | 386 | 772 | 386 | 386 |
Winning Trades | 374 | 189 | 185 | 374 | 189 | 185 |
Losing Trades | 398 | 197 | 201 | 398 | 197 | 201 |
Profitability (%) | 48.4456 | 48.9637 | 47.9275 | 48.4456 | 48.9637 | 47.9275 |
Ratio Avg Win / Avg Loss | 1.1349 | 1.341 | 0.9145 | 0.9981 | 1.4889 | 0.5851 |
Largest Winning Trade | 364237 | 364237 | 58937 | 427130 | 427130 | 51960 |
Largest Losing Trade | -64755 | -48764 | -64755 | -193568 | -78093 | -193568 |
Avg Bars in Trades | 8 | 10 | 7 | 8 | 10 | 7 |
Avg Bars in Winners | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Losers | 7 | 9 | 5 | 7 | 9 | 5 |
Bars Traded | 6824 | 3911 | 2913 | 6824 | 3911 | 2913 |
Profit Streak | 0 | 10.4117 | 0 | 0 | 10.4117 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -214446 | 345967 | -579843 | -577072 | -108895 | -579843 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 105, "offset": 0, "multiplier": 1.45553 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 105, "offset": 0, "multiplier": 1.45553 } } }
# | 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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