Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662447.4909 | 611939.9158 | 50507.5751 | 664757.2167 | 204090.6099 | 460666.6068 |
Total P&L (%) | 662.4475 | 611.9399 | 50.5076 | 664.7572 | 204.0906 | 460.6666 |
Avg Daily Profit (%) | 0.35 | 0.3233 | 0.0267 | 0.1075 | 0.0588 | 0.0911 |
Buy And Hold Return (%) | 168.0147 | 168.0147 | 168.0147 | 168.0147 | 168.0147 | 168.0147 |
Max Trade Drawdown | -123843 | -82725 | -135260 | -1142541 | -800659 | -484174 |
Profit Factor | 1.5545 | 1.97 | 1.0896 | 1.1063 | 1.056 | 1.1766 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Losing Trades | 190 | 91 | 99 | 190 | 91 | 99 |
Profitability (%) | 42.5982 | 45.1807 | 40 | 42.5982 | 45.1807 | 40 |
Ratio Avg Win / Avg Loss | 2.0948 | 2.3903 | 1.6344 | 1.4908 | 1.2813 | 1.7649 |
Largest Winning Trade | 233257 | 233257 | 48762 | 836069 | 836069 | 301795 |
Largest Losing Trade | -34568 | -31407 | -34568 | -350170 | -350170 | -129572 |
Avg Bars in Trades | 67 | 67 | 68 | 67 | 67 | 68 |
Avg Bars in Winners | 96 | 92 | 101 | 96 | 92 | 101 |
Avg Bars in Losers | 46 | 47 | 46 | 46 | 47 | 46 |
Bars Traded | 22495 | 11196 | 11299 | 22495 | 11196 | 11299 |
Profit Streak | 0 | 0 | 39.046 | 0 | 0 | 39.046 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311380 | 314410 | -446456 | -156004 | -373903 | -102423 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 42, "offset": 0, "multiplier": 3.50067 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 42, "offset": 0, "multiplier": 3.50067 } } }
# | 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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