Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1387781.8293 | 1295266.209 | 92515.6203 | 6016465.8859 | 6062874.643 | -46408.757 |
Total P&L (%) | 1387.7818 | 1295.2662 | 92.5156 | 6016.4659 | 6062.8746 | -46.4088 |
Avg Daily Profit (%) | 0.634 | 0.5917 | 0.0423 | 0.1881 | 0.1884 | -0.0285 |
Buy And Hold Return (%) | 472.0661 | 472.0661 | 472.0661 | 472.0661 | 472.0661 | 472.0661 |
Max Trade Drawdown | -118388 | -101501 | -78600 | -4055641 | -3402514 | -2642644 |
Profit Factor | 3.2733 | 4.8696 | 1.3355 | 1.3499 | 1.5904 | 0.9933 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 40.9449 | 34.375 | 47.619 | 40.9449 | 34.375 | 47.619 |
Ratio Avg Win / Avg Loss | 4.7211 | 9.2966 | 1.4691 | 1.947 | 3.0361 | 1.0926 |
Largest Winning Trade | 693310 | 693310 | 62805 | 5043012 | 5043012 | 1162921 |
Largest Losing Trade | -40324 | -40324 | -35122 | -1378567 | -1238537 | -1378567 |
Avg Bars in Trades | 50 | 46 | 55 | 50 | 46 | 55 |
Avg Bars in Winners | 81 | 80 | 81 | 81 | 80 | 81 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 6441 | 2944 | 3497 | 6441 | 2944 | 3497 |
Profit Streak | 0 | 0 | 8.7171 | 0 | 0 | 8.7171 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419585 | -129788 | -448867 | 225041 | -134626 | -726047 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 59, "offset": 51 } }, "second_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 1.3556 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 59, "offset": 51 } }, "second_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 1.3556 } } }
# | 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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