Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4549070.7129 | 105603.7298 | -4654674.4426 | -623127.6225 | 24427797.2987 | -25050924.9212 |
Total P&L (%) | -4549.0707 | 105.6037 | -4654.6744 | -623.1276 | 24427.7973 | -25050.9249 |
Avg Daily Profit (%) | -1.9273 | 0.0447 | -1.972 | 0 | 0.2334 | 0 |
Buy And Hold Return (%) | 512.0881 | 512.0881 | 512.0881 | 512.0881 | 512.0881 | 512.0881 |
Max Trade Drawdown | -4835526 | -137153 | -4754571 | -43834260 | -10767187 | -57685158 |
Profit Factor | 0.1145 | 1.4617 | 0.0518 | 0.9923 | 2.2346 | 0.5893 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 34 | 15 | 19 | 27 | 16 | 11 |
Losing Trades | 23 | 14 | 9 | 30 | 13 | 17 |
Profitability (%) | 59.6491 | 51.7241 | 67.8571 | 47.3684 | 55.1724 | 39.2857 |
Ratio Avg Win / Avg Loss | 0.0775 | 1.3643 | 0.0245 | 1.1025 | 1.8156 | 0.9108 |
Largest Winning Trade | 195609 | 195609 | 51107 | 19046881 | 14157887 | 19046881 |
Largest Losing Trade | -4741900 | -41657 | -4741900 | -21098922 | -8620618 | -21098922 |
Avg Bars in Trades | 116 | 127 | 104 | 116 | 127 | 104 |
Avg Bars in Winners | 47 | 38 | 55 | 144 | 190 | 76 |
Avg Bars in Losers | 216 | 222 | 207 | 90 | 50 | 121 |
Bars Traded | 6614 | 3700 | 2914 | 6614 | 3700 | 2914 |
Profit Streak | 0 | 0 | 0 | 47.6573 | 47.6573 | 54.324 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759026 | -297688 | -599518 | -758645 | 495062 | -605437 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 3.05183 } }, "second_band": { "type": "rma", "factors": { "length": 43, "offset": 198 } } }
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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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