Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434116.2082 | 428338.6265 | 5777.5817 | 308490.3043 | 428953.5467 | -120463.2424 |
Total P&L (%) | 434.1162 | 428.3386 | 5.7776 | 308.4903 | 428.9535 | -120.4632 |
Avg Daily Profit (%) | 0.3074 | 0.3034 | 0.0041 | 0.0997 | 0.118 | 0 |
Buy And Hold Return (%) | 97.0077 | 97.0077 | 97.0077 | 97.0077 | 97.0077 | 97.0077 |
Max Trade Drawdown | -123640 | -85612 | -98549 | -531989 | -408043 | -384521 |
Profit Factor | 1.8988 | 2.8264 | 1.0233 | 1.1529 | 1.4416 | 0.8848 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 41.573 | 44.4444 | 38.6364 | 41.573 | 44.4444 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.6686 | 3.533 | 1.6252 | 1.6203 | 1.8019 | 1.4053 |
Largest Winning Trade | 189730 | 189730 | 64367 | 391313 | 391313 | 176936 |
Largest Losing Trade | -32265 | -32265 | -27755 | -159873 | -147482 | -159873 |
Avg Bars in Trades | 59 | 55 | 63 | 59 | 55 | 63 |
Avg Bars in Winners | 91 | 92 | 90 | 91 | 92 | 90 |
Avg Bars in Losers | 36 | 26 | 46 | 36 | 26 | 46 |
Bars Traded | 5300 | 2515 | 2785 | 5300 | 2515 | 2785 |
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 | 262974 | 358275 | -551326 | -117023 | -37302 | -583472 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 1.37967 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 1.37967 } } }
# | 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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