Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557739.2445 | 566258.4241 | -8519.1797 | -27335.7486 | 22590.0242 | -49925.7727 |
Total P&L (%) | 557.7392 | 566.2584 | -8.5192 | -27.3357 | 22.59 | -49.9258 |
Avg Daily Profit (%) | 0.2881 | 0.2925 | -0.0044 | -0.0165 | 0.0105 | -0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164657 | -138105 | -179571 | -142837 | -154529 | -115151 |
Profit Factor | 1.4785 | 1.9209 | 0.9845 | 0.9595 | 1.0606 | 0.8347 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 126 | 68 | 58 | 126 | 68 | 58 |
Profitability (%) | 38.2353 | 33.3333 | 43.1373 | 38.2353 | 33.3333 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.3883 | 3.8418 | 1.2978 | 1.55 | 2.1211 | 1.1003 |
Largest Winning Trade | 451134 | 451134 | 38598 | 140206 | 140206 | 22926 |
Largest Losing Trade | -45461 | -45461 | -38284 | -64764 | -64764 | -35595 |
Avg Bars in Trades | 36 | 32 | 41 | 36 | 32 | 41 |
Avg Bars in Winners | 55 | 47 | 62 | 55 | 47 | 62 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 7524 | 3307 | 4217 | 7524 | 3307 | 4217 |
Profit Streak | 22.4192 | 22.4192 | 29.4192 | 22.4192 | 22.4192 | 29.4192 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310019 | 225369 | -581522 | -580465 | -342965 | -581522 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.79974 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.79974 } } }
# | 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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