Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101421.0653 | 1130894.0447 | -29472.9794 | 304492.9372 | 247219.8424 | 57273.0948 |
Total P&L (%) | 1101.4211 | 1130.894 | -29.473 | 304.4929 | 247.2198 | 57.2731 |
Avg Daily Profit (%) | 0.486 | 0.499 | -0.013 | 0.0617 | 0.0549 | 0.02 |
Buy And Hold Return (%) | 502.4253 | 502.4253 | 502.4253 | 502.4253 | 502.4253 | 502.4253 |
Max Trade Drawdown | -90942 | -66707 | -135886 | -985712 | -816487 | -655068 |
Profit Factor | 2.6521 | 4.4806 | 0.9138 | 1.066 | 1.1011 | 1.0264 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 42.5287 | 38.6364 | 46.5116 | 42.5287 | 38.6364 | 46.5116 |
Ratio Avg Win / Avg Loss | 3.584 | 7.1163 | 1.0508 | 1.4405 | 1.7489 | 1.1804 |
Largest Winning Trade | 768623 | 768623 | 49462 | 708574 | 708574 | 357933 |
Largest Losing Trade | -45556 | -36399 | -45556 | -384715 | -384715 | -368674 |
Avg Bars in Trades | 48 | 41 | 56 | 48 | 41 | 56 |
Avg Bars in Winners | 72 | 59 | 84 | 72 | 59 | 84 |
Avg Bars in Losers | 30 | 29 | 32 | 30 | 29 | 32 |
Bars Traded | 4231 | 1805 | 2426 | 4231 | 1805 | 2426 |
Profit Streak | 0 | 0 | 77.9311 | 0 | 0 | 77.9311 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261357 | 303476 | -579859 | -426960 | -397849 | -524186 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 2.50746 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 2.50746 } } }
# | 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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