Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6164074.8872 | 186065.0655 | -6350139.9527 | 28282242.9533 | -24277459.2157 | 52559702.169 |
Total P&L (%) | -6164.0749 | 186.0651 | -6350.14 | 28282.243 | -24277.4592 | 52559.7022 |
Avg Daily Profit (%) | -2.7143 | 0.0819 | -2.7962 | 0.249 | 0 | 0.2763 |
Buy And Hold Return (%) | 8353.9695 | 8353.9695 | 8353.9695 | 8353.9695 | 8353.9695 | 8353.9695 |
Max Trade Drawdown | -6353166 | -64594 | -6446664 | -115456335 | -46165168 | -79961930 |
Profit Factor | 0.0986 | 2.2851 | 0.0513 | 1.16 | 0.6509 | 1.4901 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 64 | 32 | 32 | 42 | 21 | 21 |
Losing Trades | 30 | 15 | 15 | 52 | 26 | 26 |
Profitability (%) | 68.0851 | 68.0851 | 68.0851 | 44.6809 | 44.6809 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.0462 | 1.0711 | 0.0241 | 1.4362 | 0.8059 | 1.8449 |
Largest Winning Trade | 38959 | 38959 | 33380 | 49859995 | 9726594 | 49859995 |
Largest Losing Trade | -6298681 | -28340 | -6298681 | -19439602 | -15118550 | -19439602 |
Avg Bars in Trades | 141 | 142 | 140 | 141 | 142 | 140 |
Avg Bars in Winners | 96 | 117 | 74 | 130 | 134 | 127 |
Avg Bars in Losers | 238 | 195 | 281 | 150 | 149 | 151 |
Bars Traded | 13301 | 6704 | 6597 | 13301 | 6704 | 6597 |
Profit Streak | 15.2556 | 136.589 | 0 | 15.2556 | 136.589 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577321 | -242294 | -578352 | -40109 | -581382 | 309126 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 4.80849 } }, "second_band": { "type": "rma", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 4.80849 } }, "second_band": { "type": "rma", "factors": { "length": 236, "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) |
---|