Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082891.6929 | 1013570.235 | 69321.4579 | 310309.4853 | 363524.1796 | -53214.6943 |
Total P&L (%) | 1082.8917 | 1013.5702 | 69.3215 | 310.3095 | 363.5242 | -53.2147 |
Avg Daily Profit (%) | 0.4558 | 0.4266 | 0.0292 | 0.0594 | 0.0646 | -0.032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116114 | -116404 | -111578 | -860274 | -704867 | -401382 |
Profit Factor | 2.4499 | 3.4861 | 1.2044 | 1.1055 | 1.2045 | 0.9543 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 49.3333 | 56.7568 | 42.1053 | 49.3333 | 56.7568 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.5161 | 2.6561 | 1.656 | 1.1353 | 0.9177 | 1.3122 |
Largest Winning Trade | 752554 | 752554 | 52104 | 651343 | 651343 | 212689 |
Largest Losing Trade | -63782 | -63782 | -42327 | -360888 | -293419 | -360888 |
Avg Bars in Trades | 59 | 68 | 51 | 59 | 68 | 51 |
Avg Bars in Winners | 89 | 88 | 90 | 89 | 88 | 90 |
Avg Bars in Losers | 30 | 41 | 23 | 30 | 41 | 23 |
Bars Traded | 4477 | 2520 | 1957 | 4477 | 2520 | 1957 |
Profit Streak | 57.9293 | 100.4293 | 57.9293 | 57.9293 | 100.4293 | 57.9293 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45665 | 651027 | -155835 | -278650 | -107437 | -581607 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 3.20465 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 3.20465 } } }
# | 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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