Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1016097.031 | 50541.1655 | -1066638.1965 | 2956378.3294 | -8978694.9536 | 11935073.283 |
Total P&L (%) | -1016.097 | 50.5412 | -1066.6382 | 2956.3783 | -8978.695 | 11935.0733 |
Avg Daily Profit (%) | -0.5648 | 0.0281 | -0.5929 | 0.1903 | 0 | 0.2666 |
Buy And Hold Return (%) | 316.1696 | 316.1696 | 316.1696 | 316.1696 | 316.1696 | 316.1696 |
Max Trade Drawdown | -1141754 | -136617 | -861889 | -7959633 | -10346610 | -1283740 |
Profit Factor | 0.3524 | 1.1897 | 0.1812 | 1.1649 | 0.3535 | 3.9575 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 19 | 21 | 38 | 17 | 21 |
Losing Trades | 22 | 12 | 10 | 24 | 14 | 10 |
Profitability (%) | 64.5161 | 61.2903 | 67.7419 | 61.2903 | 54.8387 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.1938 | 0.7514 | 0.0863 | 0.7357 | 0.2912 | 1.8845 |
Largest Winning Trade | 102132 | 102132 | 37243 | 8862081 | 1919475 | 8862081 |
Largest Losing Trade | -851174 | -64736 | -851174 | -6054306 | -6054306 | -1283740 |
Avg Bars in Trades | 55 | 66 | 43 | 55 | 66 | 43 |
Avg Bars in Winners | 29 | 34 | 25 | 33 | 34 | 32 |
Avg Bars in Losers | 101 | 118 | 81 | 89 | 105 | 66 |
Bars Traded | 3421 | 2075 | 1346 | 3421 | 2075 | 1346 |
Profit Streak | 16.8433 | 0 | 38.3433 | 16.8433 | 0 | 38.3433 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736824 | -333209 | -577972 | -189276 | -580190 | 663962 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 2.75684 } }, "second_band": { "type": "ema", "factors": { "length": 136, "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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