Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485632.883 | 343614.7461 | 142018.1369 | 1410306.597 | 1163124.6831 | 247181.9139 |
Total P&L (%) | 485.6329 | 343.6147 | 142.0181 | 1410.3066 | 1163.1247 | 247.1819 |
Avg Daily Profit (%) | 0.204 | 0.1444 | 0.0597 | 0.1141 | 0.1066 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92397 | -52447 | -109741 | -244388 | -128452 | -215935 |
Profit Factor | 2.3657 | 3.1371 | 1.7291 | 2.4933 | 4.175 | 1.4276 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 70.1754 | 72.4138 | 67.8571 | 70.1754 | 72.4138 | 67.8571 |
Ratio Avg Win / Avg Loss | 1.0054 | 1.1951 | 0.819 | 1.0597 | 1.5905 | 0.6762 |
Largest Winning Trade | 115181 | 115181 | 48152 | 489578 | 489578 | 172963 |
Largest Losing Trade | -55641 | -42044 | -55641 | -215935 | -122518 | -215935 |
Avg Bars in Trades | 78 | 61 | 95 | 78 | 61 | 95 |
Avg Bars in Winners | 69 | 42 | 100 | 69 | 42 | 100 |
Avg Bars in Losers | 98 | 112 | 85 | 98 | 112 | 85 |
Bars Traded | 4465 | 1794 | 2671 | 4465 | 1794 | 2671 |
Profit Streak | 140.686 | 180.686 | 140.686 | 140.686 | 180.686 | 140.686 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164482 | 302392 | -130914 | -212100 | -39219 | -142030 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 4.5913 } }, "second_band": { "type": "sinwma", "factors": { "length": 219, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 4.5913 } }, "second_band": { "type": "sinwma", "factors": { "length": 219, "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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