Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11681055.9007 | 287963.5652 | -11969019.4659 | 548801122.9377 | -176049689.2103 | 724850812.1481 |
Total P&L (%) | -11681.0559 | 287.9636 | -11969.0195 | 548801.1229 | -176049.6892 | 724850.8121 |
Avg Daily Profit (%) | -5.1398 | 0.1267 | -5.2665 | 0.3796 | 0 | 0.3919 |
Buy And Hold Return (%) | 9214.3101 | 9214.3101 | 9214.3101 | 9214.3101 | 9214.3101 | 9214.3101 |
Max Trade Drawdown | -12076699 | -54701 | -12063438 | -517560597 | -383508035 | -322840211 |
Profit Factor | 0.0744 | 2.4529 | 0.0365 | 1.4343 | 0.7333 | 2.201 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 79 | 40 | 39 | 53 | 29 | 24 |
Losing Trades | 37 | 18 | 19 | 63 | 29 | 34 |
Profitability (%) | 68.1034 | 68.9655 | 67.2414 | 45.6897 | 50 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.0349 | 1.1038 | 0.0178 | 1.7049 | 0.7333 | 3.1181 |
Largest Winning Trade | 42797 | 42674 | 42797 | 709546035 | 132720993 | 709546035 |
Largest Losing Trade | -12051025 | -39865 | -12051025 | -74881800 | -73906315 | -74881800 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 43 | 44 | 41 | 57 | 50 | 66 |
Avg Bars in Losers | 84 | 72 | 95 | 55 | 55 | 54 |
Bars Traded | 6538 | 3091 | 3447 | 6538 | 3091 | 3447 |
Profit Streak | 13.4382 | 14.4382 | 0 | 13.4382 | 14.4382 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577520 | -363083 | -758598 | 389637 | -760241 | -169542 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 158, "offset": 81, "multiplier": 3.16464 } }, "second_band": { "type": "rma", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 158, "offset": 81, "multiplier": 3.16464 } }, "second_band": { "type": "rma", "factors": { "length": 102, "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) |
---|