Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1343381.612 | 336063.3635 | -1679444.9755 | 11359503.7611 | 8196911.6888 | 3162592.0723 |
Total P&L (%) | -1343.3816 | 336.0634 | -1679.445 | 11359.5038 | 8196.9117 | 3162.5921 |
Avg Daily Profit (%) | -0.684 | 0.1711 | -0.8551 | 0.2417 | 0.2252 | 0.1776 |
Buy And Hold Return (%) | 1653.2348 | 1653.2348 | 1653.2348 | 1653.2348 | 1653.2348 | 1653.2348 |
Max Trade Drawdown | -1861206 | -78260 | -1854767 | -21935120 | -10225912 | -21935120 |
Profit Factor | 0.4338 | 2.5225 | 0.2196 | 1.1973 | 1.5139 | 1.076 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 29 | 23 | 54 | 29 | 25 |
Losing Trades | 40 | 17 | 23 | 38 | 17 | 21 |
Profitability (%) | 56.5217 | 63.0435 | 50 | 58.6957 | 63.0435 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.3337 | 1.4787 | 0.2196 | 0.8426 | 0.8874 | 0.9038 |
Largest Winning Trade | 70591 | 70591 | 51976 | 15504475 | 4604727 | 15504475 |
Largest Losing Trade | -1614981 | -48713 | -1614981 | -21935120 | -5916100 | -21935120 |
Avg Bars in Trades | 61 | 34 | 87 | 61 | 34 | 87 |
Avg Bars in Winners | 49 | 29 | 74 | 49 | 30 | 72 |
Avg Bars in Losers | 76 | 43 | 100 | 77 | 42 | 105 |
Bars Traded | 5617 | 1603 | 4014 | 5617 | 1603 | 4014 |
Profit Streak | 466.8307 | 466.8307 | 601.4973 | 466.8307 | 466.8307 | 601.4973 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578332 | -151980 | -579338 | 212625 | 335964 | -136216 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 4.72611 } }, "second_band": { "type": "sinwma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 4.72611 } }, "second_band": { "type": "sinwma", "factors": { "length": 111, "offset": 0 } } }
# | 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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