Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211305.5695 | 1102540.4012 | 108765.1683 | 782687.4005 | -38698.5051 | 821385.9056 |
Total P&L (%) | 1211.3056 | 1102.5404 | 108.7652 | 782.6874 | -38.6985 | 821.3859 |
Avg Daily Profit (%) | 0.5098 | 0.464 | 0.0458 | 0.0917 | -0.0206 | 0.0935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152664 | -125794 | -91065 | -1272225 | -1324977 | -261254 |
Profit Factor | 3.1478 | 4.466 | 1.4424 | 1.2436 | 0.9837 | 1.9812 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 52.459 | 56.6667 | 48.3871 | 52.459 | 56.6667 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.8527 | 3.4152 | 1.5385 | 1.127 | 0.7523 | 2.1133 |
Largest Winning Trade | 862703 | 862703 | 54351 | 814476 | 814476 | 288573 |
Largest Losing Trade | -63782 | -63782 | -54698 | -588294 | -588294 | -128673 |
Avg Bars in Trades | 73 | 76 | 70 | 73 | 76 | 70 |
Avg Bars in Winners | 98 | 104 | 92 | 98 | 104 | 92 |
Avg Bars in Losers | 45 | 40 | 49 | 45 | 40 | 49 |
Bars Traded | 4476 | 2295 | 2181 | 4476 | 2295 | 2181 |
Profit Streak | 60.639 | 102.639 | 60.639 | 60.639 | 102.639 | 60.639 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148003 | 686705 | -129812 | -235088 | -579400 | -64055 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 3.16433 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 3.16433 } } }
# | 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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