Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147029.6015 | 1114198.6327 | 32830.9688 | 1298995.649 | -196187.3335 | 1495182.9826 |
Total P&L (%) | 1147.0296 | 1114.1986 | 32.831 | 1298.9956 | -196.1873 | 1495.183 |
Avg Daily Profit (%) | 0.612 | 0.5945 | 0.0175 | 0.1409 | 0 | 0.1479 |
Buy And Hold Return (%) | 504.9767 | 504.9767 | 504.9767 | 504.9767 | 504.9767 | 504.9767 |
Max Trade Drawdown | -111929 | -79352 | -107772 | -1949301 | -1696178 | -907684 |
Profit Factor | 3.1253 | 5.4181 | 1.1142 | 1.1793 | 0.9489 | 1.4391 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 40.6593 | 39.1304 | 42.2222 | 40.6593 | 39.1304 | 42.2222 |
Ratio Avg Win / Avg Loss | 4.5612 | 8.4282 | 1.5247 | 1.7211 | 1.4761 | 1.9692 |
Largest Winning Trade | 742396 | 742396 | 49457 | 1139172 | 1139172 | 1107995 |
Largest Losing Trade | -35929 | -24658 | -35929 | -537218 | -474426 | -537218 |
Avg Bars in Trades | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Winners | 95 | 77 | 113 | 95 | 77 | 113 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 5440 | 2299 | 3141 | 5440 | 2299 | 3141 |
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 | 326223 | 354405 | -431998 | -33695 | -583264 | 25723 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 13, "offset": 139 } }, "second_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 1.54224 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 13, "offset": 139 } }, "second_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 1.54224 } } }
# | 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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