Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1448355.5876 | -87657.7388 | -1360697.8489 | -155421.7126 | 3644108.0475 | -3799529.7601 |
Total P&L (%) | -1448.3556 | -87.6577 | -1360.6978 | -155.4217 | 3644.108 | -3799.5298 |
Avg Daily Profit (%) | -0.6126 | -0.0371 | -0.5756 | 0 | 0.1534 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1678995 | -245958 | -1461879 | -4551758 | -1850852 | -4808372 |
Profit Factor | 0.3003 | 0.8022 | 0.1637 | 0.981 | 2.6263 | 0.358 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 54 | 25 | 29 | 56 | 29 | 27 |
Losing Trades | 40 | 22 | 18 | 38 | 18 | 20 |
Profitability (%) | 57.4468 | 53.1915 | 61.7021 | 59.5745 | 61.7021 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.2225 | 0.7059 | 0.1016 | 0.6656 | 1.6301 | 0.2652 |
Largest Winning Trade | 71302 | 71302 | 33329 | 1728984 | 1728984 | 1283748 |
Largest Losing Trade | -1383398 | -58839 | -1383398 | -4485772 | -1391974 | -4485772 |
Avg Bars in Trades | 145 | 161 | 129 | 145 | 161 | 129 |
Avg Bars in Winners | 89 | 69 | 106 | 153 | 190 | 113 |
Avg Bars in Losers | 220 | 265 | 166 | 134 | 114 | 151 |
Bars Traded | 13683 | 7586 | 6096 | 13683 | 7586 | 6096 |
Profit Streak | 43.7595 | 43.7595 | 46.4262 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578140 | -579729 | -578191 | -579286 | 512853 | -579731 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 2.69295 } }, "second_band": { "type": "t3", "factors": { "length": 236, "offset": 95, "a": 0.65544 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 2.69295 } }, "second_band": { "type": "t3", "factors": { "length": 236, "offset": 95, "a": 0.65544 } } }
# | 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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