Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205340.9913 | 107665.496 | 97675.4953 | 198958.3304 | 183933.9065 | 15024.4239 |
Total P&L (%) | 205.341 | 107.6655 | 97.6755 | 198.9583 | 183.9339 | 15.0244 |
Avg Daily Profit (%) | 0.2209 | 0.1158 | 0.1051 | 0.1179 | 0.1123 | 0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79454 | -23837 | -76935 | -131078 | -52860 | -115339 |
Profit Factor | 1.4237 | 1.5834 | 1.3255 | 1.2341 | 1.5901 | 1.0279 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 60.6557 | 62.2951 | 59.0164 | 60.6557 | 62.2951 | 59.0164 |
Ratio Avg Win / Avg Loss | 0.9235 | 0.9584 | 0.9205 | 0.8005 | 0.9624 | 0.7138 |
Largest Winning Trade | 43885 | 28061 | 43885 | 85404 | 85404 | 59278 |
Largest Losing Trade | -41445 | -15909 | -41445 | -73858 | -37546 | -73858 |
Avg Bars in Trades | 20 | 15 | 26 | 20 | 15 | 26 |
Avg Bars in Winners | 17 | 10 | 24 | 17 | 10 | 24 |
Avg Bars in Losers | 26 | 23 | 28 | 26 | 23 | 28 |
Bars Traded | 2524 | 935 | 1589 | 2524 | 935 | 1589 |
Profit Streak | 0 | 0 | 25.2696 | 0 | 0 | 25.2696 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322387 | -198052 | -213837 | -35651 | -202671 | -534110 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 2.93971 } }, "second_band": { "type": "sinwma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 2.93971 } }, "second_band": { "type": "sinwma", "factors": { "length": 41, "offset": 0 } } }
# | 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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