Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300799.1783 | 375271.6939 | -74472.5156 | -93745.7433 | 504.2083 | -94249.9516 |
Total P&L (%) | 300.7992 | 375.2717 | -74.4725 | -93.7457 | 0.5042 | -94.25 |
Avg Daily Profit (%) | 0.162 | 0.2021 | -0.0401 | -0.1492 | 0.0003 | -0.1537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135909 | -143148 | -191204 | -81293 | -26168 | -80065 |
Profit Factor | 1.2225 | 1.607 | 0.8985 | 0.6597 | 1.0045 | 0.4256 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 53.3742 | 50.6173 | 56.0976 | 53.3742 | 50.6173 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.0679 | 1.5678 | 0.7032 | 0.5763 | 0.98 | 0.3331 |
Largest Winning Trade | 147676 | 147676 | 55682 | 16415 | 16415 | 7624 |
Largest Losing Trade | -79344 | -40391 | -79344 | -38454 | -18090 | -38454 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Losers | 41 | 48 | 33 | 41 | 48 | 33 |
Bars Traded | 5474 | 2944 | 2531 | 5474 | 2944 | 2531 |
Profit Streak | 32.1909 | 0 | 47.8575 | 32.1909 | 0 | 47.8575 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314580 | -1197 | -583885 | -578946 | -587315 | -583885 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 4.73123 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 4.73123 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "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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