Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264647.6788 | 342761.1259 | -78113.4471 | -70871.7516 | 77421.3517 | -148293.1032 |
Total P&L (%) | 264.6477 | 342.7611 | -78.1134 | -70.8718 | 77.4214 | -148.2931 |
Avg Daily Profit (%) | 0.1636 | 0.2118 | -0.0483 | -0.0762 | 0.0354 | 0 |
Buy And Hold Return (%) | 21.1712 | 21.1712 | 21.1712 | 21.1712 | 21.1712 | 21.1712 |
Max Trade Drawdown | -160910 | -125426 | -210195 | -239211 | -216899 | -212423 |
Profit Factor | 1.1187 | 1.287 | 0.9245 | 0.9611 | 1.079 | 0.8237 |
Total Trades | 635 | 318 | 317 | 635 | 318 | 317 |
Winning Trades | 283 | 155 | 128 | 283 | 155 | 128 |
Losing Trades | 352 | 163 | 189 | 352 | 163 | 189 |
Profitability (%) | 44.5669 | 48.7421 | 40.3785 | 44.5669 | 48.7421 | 40.3785 |
Ratio Avg Win / Avg Loss | 1.3915 | 1.3535 | 1.3651 | 1.1954 | 1.1347 | 1.2162 |
Largest Winning Trade | 106198 | 106198 | 46971 | 57128 | 57128 | 44608 |
Largest Losing Trade | -35068 | -35068 | -33046 | -37093 | -37093 | -26308 |
Avg Bars in Trades | 30 | 34 | 25 | 30 | 34 | 25 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 24 | 29 | 19 | 24 | 29 | 19 |
Bars Traded | 19121 | 10969 | 8152 | 19121 | 10969 | 8152 |
Profit Streak | 0 | 0 | 494.0343 | 0 | 0 | 494.0343 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81391 | 300421 | -580512 | -577906 | -281064 | -580512 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 2.92328 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 2.92328 } } }
# | 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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