Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662520.5174 | 461018.9608 | 201501.5566 | 10992543.7842 | 4141186.0651 | 6851357.7192 |
Total P&L (%) | 662.5205 | 461.019 | 201.5016 | 10992.5438 | 4141.1861 | 6851.3577 |
Avg Daily Profit (%) | 0.5329 | 0.3708 | 0.1621 | 0.3794 | 0.3019 | 0.3417 |
Buy And Hold Return (%) | 20.4488 | 20.4488 | 20.4488 | 20.4488 | 20.4488 | 20.4488 |
Max Trade Drawdown | -83645 | -58634 | -73920 | -10459832 | -9359233 | -3654177 |
Profit Factor | 1.8563 | 2.2052 | 1.5152 | 1.311 | 1.206 | 1.4496 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 56.5854 | 57.2816 | 55.8824 | 56.5854 | 57.2816 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.4243 | 1.6446 | 1.1962 | 1.0059 | 0.8994 | 1.1444 |
Largest Winning Trade | 72731 | 72731 | 29251 | 3694334 | 3694334 | 3244704 |
Largest Losing Trade | -40586 | -40586 | -32156 | -6492462 | -6492462 | -2624323 |
Avg Bars in Trades | 17 | 22 | 12 | 17 | 22 | 12 |
Avg Bars in Winners | 19 | 23 | 15 | 19 | 23 | 15 |
Avg Bars in Losers | 14 | 20 | 9 | 14 | 20 | 9 |
Bars Traded | 3624 | 2317 | 1307 | 3624 | 2317 | 1307 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557970 | 511887 | 340325 | 429381 | 276942 | 396181 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 2.86573 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 2.86573 } } }
# | 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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