Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408891.8195 | 312097.5434 | 96794.2761 | 71259.6579 | 353701.1098 | -282441.4519 |
Total P&L (%) | 408.8918 | 312.0975 | 96.7943 | 71.2597 | 353.7011 | -282.4415 |
Avg Daily Profit (%) | 0.1857 | 0.1417 | 0.044 | 0.0244 | 0.0687 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159796 | -73221 | -134299 | -674434 | -180228 | -670412 |
Profit Factor | 1.4561 | 1.973 | 1.1681 | 1.0312 | 1.5156 | 0.8236 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 62.7219 | 63.5294 | 61.9048 | 62.7219 | 63.5294 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.8654 | 1.1326 | 0.7189 | 0.6129 | 0.8701 | 0.5068 |
Largest Winning Trade | 62997 | 62997 | 52134 | 132663 | 132663 | 89079 |
Largest Losing Trade | -84953 | -40606 | -84953 | -659090 | -82315 | -659090 |
Avg Bars in Trades | 24 | 16 | 33 | 24 | 16 | 33 |
Avg Bars in Winners | 22 | 12 | 32 | 22 | 12 | 32 |
Avg Bars in Losers | 29 | 21 | 36 | 29 | 21 | 36 |
Bars Traded | 4223 | 1375 | 2848 | 4223 | 1375 | 2848 |
Profit Streak | 59.1687 | 126.1687 | 59.1687 | 59.1687 | 126.1687 | 59.1687 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398785 | 78380 | -169384 | -343938 | -98102 | -578725 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 101, "offset": 0, "multiplier": 2.80367 } }, "second_band": { "type": "sinwma", "factors": { "length": 53, "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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