Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1124534.372 | 7602.0105 | -1132136.3825 | 75397.7796 | -1952099.5879 | 2027497.3675 |
Total P&L (%) | -1124.5344 | 7.602 | -1132.1364 | 75.3978 | -1952.0996 | 2027.4974 |
Avg Daily Profit (%) | -0.6001 | 0.0041 | -0.6041 | 0.03 | 0 | 0.1633 |
Buy And Hold Return (%) | 463.3803 | 463.3803 | 463.3803 | 463.3803 | 463.3803 | 463.3803 |
Max Trade Drawdown | -1315001 | -158215 | -1233323 | -4401845 | -2157945 | -3757131 |
Profit Factor | 0.2828 | 1.0341 | 0.1582 | 1.0109 | 0.3219 | 1.5057 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 39 | 20 | 19 | 39 | 18 | 21 |
Losing Trades | 22 | 10 | 12 | 22 | 12 | 10 |
Profitability (%) | 63.9344 | 66.6667 | 61.2903 | 63.9344 | 60 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.1595 | 0.517 | 0.0999 | 0.5703 | 0.2146 | 0.717 |
Largest Winning Trade | 48417 | 48417 | 30300 | 3171119 | 454379 | 3171119 |
Largest Losing Trade | -826094 | -77549 | -826094 | -2839626 | -1607124 | -2839626 |
Avg Bars in Trades | 88 | 109 | 68 | 88 | 109 | 68 |
Avg Bars in Winners | 31 | 41 | 21 | 41 | 38 | 43 |
Avg Bars in Losers | 189 | 246 | 142 | 172 | 217 | 119 |
Bars Traded | 5407 | 3294 | 2113 | 5407 | 3294 | 2113 |
Profit Streak | 36.496 | 36.496 | 39.496 | 36.496 | 36.496 | 39.496 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743534 | -535219 | -578366 | -691509 | -578985 | 315279 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 1.88028 } }, "second_band": { "type": "rma", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 1.88028 } }, "second_band": { "type": "rma", "factors": { "length": 160, "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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