Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513168.5752 | 375684.9229 | 137483.6523 | 46332.7299 | 400359.7305 | -354027.0005 |
Total P&L (%) | 513.1686 | 375.6849 | 137.4837 | 46.3327 | 400.3597 | -354.027 |
Avg Daily Profit (%) | 0.2878 | 0.2107 | 0.0771 | 0.0214 | 0.0903 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151105 | -55643 | -140997 | -470553 | -75372 | -501354 |
Profit Factor | 1.6436 | 2.173 | 1.2882 | 1.0412 | 2.4303 | 0.5811 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 55 | 57.1429 | 52.8571 | 55 | 57.1429 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.3448 | 1.6297 | 1.1489 | 0.8519 | 1.8227 | 0.5183 |
Largest Winning Trade | 99884 | 99884 | 67281 | 156411 | 156411 | 80065 |
Largest Losing Trade | -96192 | -21667 | -96192 | -467159 | -39374 | -467159 |
Avg Bars in Trades | 24 | 15 | 32 | 24 | 15 | 32 |
Avg Bars in Winners | 28 | 17 | 39 | 28 | 17 | 39 |
Avg Bars in Losers | 19 | 13 | 25 | 19 | 13 | 25 |
Bars Traded | 3422 | 1115 | 2307 | 3422 | 1115 | 2307 |
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 | 435103 | -81130 | -183793 | -341586 | -160689 | -674587 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 108, "offset": 0, "multiplier": 2.82615 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 108, "offset": 0, "multiplier": 2.82615 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "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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