Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4345473.2628 | 48475.8501 | -4393949.1129 | -4616255.5414 | 6876781.4742 | -11493037.0156 |
Total P&L (%) | -4345.4733 | 48.4759 | -4393.9491 | -4616.2555 | 6876.7815 | -11493.037 |
Avg Daily Profit (%) | -1.9533 | 0.0218 | -1.9751 | 0 | 0.191 | 0 |
Buy And Hold Return (%) | 265.1769 | 265.1769 | 265.1769 | 265.1769 | 265.1769 | 265.1769 |
Max Trade Drawdown | -4567647 | -68878 | -4550941 | -10478309 | -3703356 | -11892329 |
Profit Factor | 0.1253 | 1.1862 | 0.0666 | 0.8488 | 1.6508 | 0.4241 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 46 | 22 | 24 | 29 | 17 | 12 |
Losing Trades | 27 | 15 | 12 | 44 | 20 | 24 |
Profitability (%) | 63.0137 | 59.4595 | 66.6667 | 39.726 | 45.9459 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.0735 | 0.8088 | 0.0333 | 1.2878 | 1.9421 | 0.8483 |
Largest Winning Trade | 58016 | 58016 | 38737 | 2927207 | 2780238 | 2927207 |
Largest Losing Trade | -4509085 | -38634 | -4509085 | -5020106 | -2493543 | -5020106 |
Avg Bars in Trades | 87 | 87 | 86 | 87 | 87 | 86 |
Avg Bars in Winners | 50 | 46 | 53 | 125 | 133 | 113 |
Avg Bars in Losers | 149 | 147 | 152 | 61 | 48 | 73 |
Bars Traded | 6359 | 3234 | 3125 | 6359 | 3234 | 3125 |
Profit Streak | 147.5391 | 147.5391 | 268.2058 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653646 | -344353 | -577269 | -659384 | 342576 | -587261 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 2.34435 } }, "second_band": { "type": "pwma", "factors": { "length": 215, "offset": 38 } } }
# | 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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