Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618807.9834 | 474124.1478 | 144683.8356 | 2580936.8481 | 990783.8769 | 1590152.9712 |
Total P&L (%) | 618.808 | 474.1241 | 144.6838 | 2580.9368 | 990.7839 | 1590.153 |
Avg Daily Profit (%) | 0.3495 | 0.2678 | 0.0817 | 0.1859 | 0.1351 | 0.1598 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86403 | -48195 | -54589 | -4411119 | -2168010 | -2328629 |
Profit Factor | 2.2648 | 3.2703 | 1.516 | 1.2425 | 1.205 | 1.2738 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 50.4673 | 47.1698 | 53.7037 | 50.4673 | 47.1698 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.2229 | 3.6628 | 1.3069 | 1.2195 | 1.3496 | 1.0981 |
Largest Winning Trade | 185083 | 185083 | 75786 | 2800176 | 1949831 | 2800176 |
Largest Losing Trade | -32380 | -22473 | -32380 | -1429025 | -1012644 | -1429025 |
Avg Bars in Trades | 63 | 59 | 68 | 63 | 59 | 68 |
Avg Bars in Winners | 90 | 77 | 100 | 90 | 77 | 100 |
Avg Bars in Losers | 37 | 42 | 31 | 37 | 42 | 31 |
Bars Traded | 6841 | 3137 | 3704 | 6841 | 3137 | 3704 |
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 | 502992 | -166703 | -262019 | 287828 | -193972 | -171957 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 2.36834 } } }
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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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