Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1241230.87 | -93799.4827 | -1147431.3872 | -63593.3491 | -3912943.4529 | 3849350.1038 |
Total P&L (%) | -1241.2309 | -93.7995 | -1147.4314 | -63.5933 | -3912.9435 | 3849.3501 |
Avg Daily Profit (%) | -0.5473 | -0.0414 | -0.506 | -0.0445 | 0 | 0.1622 |
Buy And Hold Return (%) | 369.9834 | 369.9834 | 369.9834 | 369.9834 | 369.9834 | 369.9834 |
Max Trade Drawdown | -1384810 | -231273 | -1250100 | -4105279 | -3926706 | -925467 |
Profit Factor | 0.2662 | 0.7217 | 0.1528 | 0.9904 | 0.1006 | 2.7021 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 15 | 20 | 31 | 12 | 19 |
Losing Trades | 41 | 23 | 18 | 45 | 26 | 19 |
Profitability (%) | 46.0526 | 39.4737 | 52.6316 | 40.7895 | 31.5789 | 50 |
Ratio Avg Win / Avg Loss | 0.3118 | 1.1066 | 0.1375 | 1.4377 | 0.218 | 2.7021 |
Largest Winning Trade | 57596 | 57596 | 46231 | 4751603 | 153093 | 4751603 |
Largest Losing Trade | -754703 | -57143 | -754703 | -1771174 | -1771174 | -582516 |
Avg Bars in Trades | 114 | 119 | 109 | 114 | 119 | 109 |
Avg Bars in Winners | 79 | 83 | 76 | 88 | 91 | 87 |
Avg Bars in Losers | 144 | 142 | 146 | 131 | 131 | 131 |
Bars Traded | 8693 | 4528 | 4165 | 8693 | 4528 | 4165 |
Profit Streak | 194.5375 | 194.5375 | 274.2875 | 194.5375 | 194.5375 | 274.2875 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -634626 | -581832 | -579051 | -635006 | -586568 | 513178 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 3.30529 } }, "second_band": { "type": "alma", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 3.30529 } }, "second_band": { "type": "alma", "factors": { "length": 207, "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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