Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588156.299 | 447693.4752 | 140462.8238 | 578500.9697 | 422808.4561 | 155692.5135 |
Total P&L (%) | 588.1563 | 447.6935 | 140.4628 | 578.501 | 422.8085 | 155.6925 |
Avg Daily Profit (%) | 0.2563 | 0.1951 | 0.0612 | 0.0835 | 0.0721 | 0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137881 | -134354 | -100575 | -348017 | -349860 | -272033 |
Profit Factor | 1.5529 | 1.783 | 1.2854 | 1.1986 | 1.2671 | 1.1171 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 41.629 | 40.5405 | 42.7273 | 41.629 | 40.5405 | 42.7273 |
Ratio Avg Win / Avg Loss | 2.1774 | 2.6151 | 1.723 | 1.6807 | 1.8585 | 1.4974 |
Largest Winning Trade | 180140 | 180140 | 54213 | 471366 | 471366 | 150995 |
Largest Losing Trade | -42180 | -35065 | -42180 | -100691 | -100691 | -81483 |
Avg Bars in Trades | 60 | 57 | 64 | 60 | 57 | 64 |
Avg Bars in Winners | 87 | 79 | 94 | 87 | 79 | 94 |
Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
Bars Traded | 13437 | 6330 | 7107 | 13437 | 6330 | 7107 |
Profit Streak | 0 | 0 | 19.6385 | 0 | 0 | 19.6385 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329773 | 252829 | -112622 | -84104 | -99612 | -232503 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 3.02801 } } }
# | 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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