Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1119188.0217 | 48941.4357 | -1168129.4573 | 246331.7644 | -3816160.8687 | 4062492.6331 |
Total P&L (%) | -1119.188 | 48.9414 | -1168.1295 | 246.3318 | -3816.1609 | 4062.4926 |
Avg Daily Profit (%) | -0.4959 | 0.0217 | -0.5176 | 0.0551 | 0 | 0.1653 |
Buy And Hold Return (%) | 345.4944 | 345.4944 | 345.4944 | 345.4944 | 345.4944 | 345.4944 |
Max Trade Drawdown | -1223393 | -108148 | -1249398 | -6436262 | -4719991 | -3367337 |
Profit Factor | 0.3742 | 1.1491 | 0.2 | 1.0196 | 0.4884 | 1.7928 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 46 | 22 | 24 | 48 | 21 | 27 |
Losing Trades | 34 | 18 | 16 | 32 | 19 | 13 |
Profitability (%) | 57.5 | 55 | 60 | 60 | 52.5 | 67.5 |
Ratio Avg Win / Avg Loss | 0.2766 | 0.9402 | 0.1333 | 0.6797 | 0.4419 | 0.8632 |
Largest Winning Trade | 71252 | 71252 | 39815 | 3343116 | 1646551 | 3343116 |
Largest Losing Trade | -950818 | -50516 | -950818 | -3362949 | -3362949 | -2508028 |
Avg Bars in Trades | 81 | 87 | 75 | 81 | 87 | 75 |
Avg Bars in Winners | 46 | 39 | 52 | 48 | 36 | 57 |
Avg Bars in Losers | 129 | 146 | 109 | 131 | 145 | 110 |
Bars Traded | 6520 | 3517 | 3003 | 6520 | 3517 | 3003 |
Profit Streak | 153.3085 | 153.3085 | 265.6418 | 153.3085 | 153.3085 | 265.6418 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601893 | -386201 | -578080 | -506629 | -579462 | 433227 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 194, "offset": 0, "multiplier": 2.44298 } }, "second_band": { "type": "alma", "factors": { "length": 121, "offset": 38 } } }
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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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