Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -287414.3964 | 62127.9656 | -349542.362 | 2035961.6995 | 437788.3498 | 1598173.3497 |
Total P&L (%) | -287.4144 | 62.128 | -349.5424 | 2035.9617 | 437.7884 | 1598.1734 |
Avg Daily Profit (%) | -0.1589 | 0.0344 | -0.1933 | 0.1695 | 0.0931 | 0.1567 |
Buy And Hold Return (%) | 335.0784 | 335.0784 | 335.0784 | 335.0784 | 335.0784 | 335.0784 |
Max Trade Drawdown | -597725 | -92906 | -586947 | -503619 | -503619 | -201489 |
Profit Factor | 0.6601 | 1.2812 | 0.4405 | 2.5401 | 1.4901 | 4.7283 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 73 | 35 | 38 | 69 | 31 | 38 |
Losing Trades | 25 | 14 | 11 | 29 | 18 | 11 |
Profitability (%) | 74.4898 | 71.4286 | 77.551 | 70.4082 | 63.2653 | 77.551 |
Ratio Avg Win / Avg Loss | 0.2261 | 0.5125 | 0.1275 | 1.0676 | 0.8652 | 1.3687 |
Largest Winning Trade | 21385 | 21385 | 18702 | 438589 | 179408 | 438589 |
Largest Losing Trade | -336657 | -70006 | -336657 | -503619 | -503619 | -199775 |
Avg Bars in Trades | 64 | 73 | 55 | 64 | 73 | 55 |
Avg Bars in Winners | 28 | 29 | 26 | 41 | 30 | 50 |
Avg Bars in Losers | 172 | 184 | 156 | 119 | 149 | 71 |
Bars Traded | 6347 | 3622 | 2725 | 6347 | 3622 | 2725 |
Profit Streak | 43.3328 | 43.3328 | 43.5828 | 43.3328 | 43.3328 | 43.5828 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575467 | -310175 | -575613 | 564263 | -136300 | 640051 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 1.04513 } }, "second_band": { "type": "rma", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 1.04513 } }, "second_band": { "type": "rma", "factors": { "length": 245, "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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