Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218517.0309 | 1237117.3086 | -18600.2777 | -166927.5244 | -57344.1089 | -109583.4156 |
Total P&L (%) | 1218.517 | 1237.1173 | -18.6003 | -166.9275 | -57.3441 | -109.5834 |
Avg Daily Profit (%) | 0.5165 | 0.5244 | -0.0079 | 0 | -0.0361 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247959 | -72239 | -248374 | -231153 | -82728 | -148424 |
Profit Factor | 2.724 | 5.3559 | 0.956 | 0.6122 | 0.6601 | 0.5813 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 14 | 20 | 29 | 18 | 11 |
Losing Trades | 37 | 22 | 15 | 42 | 18 | 24 |
Profitability (%) | 47.8873 | 38.8889 | 57.1429 | 40.8451 | 50 | 31.4286 |
Ratio Avg Win / Avg Loss | 2.9643 | 8.4163 | 0.717 | 0.8866 | 0.6601 | 1.2684 |
Largest Winning Trade | 1286078 | 1286078 | 56299 | 47586 | 25659 | 47586 |
Largest Losing Trade | -121922 | -38436 | -121922 | -51123 | -51123 | -39167 |
Avg Bars in Trades | 61 | 53 | 70 | 61 | 53 | 70 |
Avg Bars in Winners | 82 | 71 | 90 | 42 | 40 | 44 |
Avg Bars in Losers | 42 | 41 | 44 | 75 | 65 | 82 |
Bars Traded | 4384 | 1911 | 2473 | 4384 | 1911 | 2473 |
Profit Streak | 0 | 0 | 73.335 | 43.335 | 145.335 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76158 | 523561 | -579303 | -675063 | -579428 | -586343 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 107, "offset": 0, "multiplier": 2.73156 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 107, "offset": 0, "multiplier": 2.73156 } } }
# | 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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