Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485794.7332 | 322225.9724 | 163568.7607 | 983869.0532 | 490972.3178 | 492896.7354 |
Total P&L (%) | 485.7947 | 322.226 | 163.5688 | 983.8691 | 490.9723 | 492.8967 |
Avg Daily Profit (%) | 0.2741 | 0.1818 | 0.0923 | 0.1346 | 0.1003 | 0.1005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104671 | -68082 | -119371 | -311836 | -230415 | -190013 |
Profit Factor | 1.7222 | 2.3175 | 1.3821 | 1.8663 | 2.0363 | 1.7447 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 62.8571 | 67.1429 | 58.5714 | 62.8571 | 67.1429 | 58.5714 |
Ratio Avg Win / Avg Loss | 1.0177 | 1.1341 | 0.9776 | 1.1028 | 0.9965 | 1.234 |
Largest Winning Trade | 67527 | 67527 | 46897 | 224053 | 224053 | 115354 |
Largest Losing Trade | -58881 | -58881 | -55287 | -212754 | -212754 | -82204 |
Avg Bars in Trades | 36 | 25 | 47 | 36 | 25 | 47 |
Avg Bars in Winners | 31 | 19 | 45 | 31 | 19 | 45 |
Avg Bars in Losers | 44 | 38 | 50 | 44 | 38 | 50 |
Bars Traded | 5098 | 1795 | 3303 | 5098 | 1795 | 3303 |
Profit Streak | 88.7684 | 100.4351 | 88.7684 | 88.7684 | 100.4351 | 88.7684 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500145 | -79477 | -162943 | -7068 | -148237 | -148752 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 3.25307 } }, "second_band": { "type": "sinwma", "factors": { "length": 78, "offset": 0 } } }
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# | 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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