Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272360.0349 | 66123.7479 | 206236.287 | 427593.9024 | 71013.0992 | 356580.8032 |
Total P&L (%) | 272.36 | 66.1237 | 206.2363 | 427.5939 | 71.0131 | 356.5808 |
Avg Daily Profit (%) | 0.2116 | 0.0514 | 0.1602 | 0.1293 | 0.0417 | 0.118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83116 | -72438 | -39333 | -258019 | -166493 | -122841 |
Profit Factor | 1.7434 | 1.2993 | 2.4176 | 1.3909 | 1.1068 | 1.8317 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 41.1111 | 37.7778 | 44.4444 | 41.1111 | 37.7778 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.4973 | 2.1401 | 3.0221 | 1.9924 | 1.8229 | 2.2897 |
Largest Winning Trade | 59758 | 53781 | 59758 | 211584 | 176761 | 211584 |
Largest Losing Trade | -22992 | -22992 | -15548 | -85224 | -85224 | -38644 |
Avg Bars in Trades | 82 | 65 | 98 | 82 | 65 | 98 |
Avg Bars in Winners | 139 | 108 | 166 | 139 | 108 | 166 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 7391 | 2963 | 4427 | 7391 | 2963 | 4427 |
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 | 281109 | -128066 | 352541 | -21880 | -243881 | -34026 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 74, "offset": 0, "multiplier": 3.31232 } } }
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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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