Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392407.0218 | 221810.8768 | 170596.1449 | 628577.9461 | 475419.5485 | 153158.3976 |
Total P&L (%) | 392.407 | 221.8109 | 170.5961 | 628.5779 | 475.4195 | 153.1584 |
Avg Daily Profit (%) | 0.2338 | 0.1322 | 0.1017 | 0.1184 | 0.1043 | 0.0554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68311 | -108947 | -42140 | -565646 | -225918 | -441462 |
Profit Factor | 1.5149 | 1.5326 | 1.4936 | 1.2491 | 1.3827 | 1.1195 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Profitability (%) | 41.4634 | 41.4634 | 41.4634 | 41.4634 | 41.4634 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.1387 | 2.1637 | 2.1086 | 1.7634 | 1.952 | 1.5805 |
Largest Winning Trade | 91767 | 91767 | 49635 | 186242 | 186242 | 149588 |
Largest Losing Trade | -26147 | -26147 | -15041 | -128708 | -101930 | -128708 |
Avg Bars in Trades | 80 | 73 | 88 | 80 | 73 | 88 |
Avg Bars in Winners | 126 | 109 | 143 | 126 | 109 | 143 |
Avg Bars in Losers | 47 | 47 | 48 | 47 | 47 | 48 |
Bars Traded | 19820 | 8996 | 10824 | 19820 | 8996 | 10824 |
Profit Streak | 0 | 31.6468 | 0 | 0 | 31.6468 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301902 | -16955 | -58426 | -35651 | -54998 | -210464 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.90215 } } }
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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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