Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269133.8833 | 1306132.9526 | -36999.0694 | 405766.9493 | 953980.4644 | -548213.5151 |
Total P&L (%) | 1269.1339 | 1306.133 | -36.9991 | 405.7669 | 953.9805 | -548.2135 |
Avg Daily Profit (%) | 0.6995 | 0.7199 | -0.0204 | 0.0894 | 0.1299 | 0 |
Buy And Hold Return (%) | 665.1058 | 665.1058 | 665.1058 | 665.1058 | 665.1058 | 665.1058 |
Max Trade Drawdown | -137378 | -77640 | -99090 | -1012416 | -742273 | -619127 |
Profit Factor | 2.8232 | 4.8687 | 0.8968 | 1.1214 | 1.5522 | 0.6608 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 37.7551 | 40.8163 | 34.6939 | 37.7551 | 40.8163 | 34.6939 |
Ratio Avg Win / Avg Loss | 4.6545 | 7.0596 | 1.6881 | 1.8487 | 2.2508 | 1.2438 |
Largest Winning Trade | 850919 | 850919 | 76554 | 718674 | 718674 | 208109 |
Largest Losing Trade | -44469 | -30154 | -44469 | -256541 | -256541 | -166502 |
Avg Bars in Trades | 53 | 50 | 56 | 53 | 50 | 56 |
Avg Bars in Winners | 93 | 79 | 111 | 93 | 79 | 111 |
Avg Bars in Losers | 28 | 30 | 27 | 28 | 30 | 27 |
Bars Traded | 5232 | 2462 | 2770 | 5232 | 2462 | 2770 |
Profit Streak | 6.8017 | 0 | 17.8017 | 6.8017 | 0 | 17.8017 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 229691 | 344685 | -583290 | -329150 | -50590 | -584401 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 1.82236 } } }
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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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