Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -970883.1127 | 62595.4624 | -1033478.5751 | -8731865.9469 | 5068899.2735 | -13800765.2204 |
Total P&L (%) | -970.8831 | 62.5955 | -1033.4786 | -8731.8659 | 5068.8993 | -13800.7652 |
Avg Daily Profit (%) | -0.4459 | 0.0288 | -0.4747 | 0 | 0.1814 | 0 |
Buy And Hold Return (%) | 513.4715 | 513.4715 | 513.4715 | 513.4715 | 513.4715 | 513.4715 |
Max Trade Drawdown | -1208451 | -126200 | -1171686 | -15273219 | -4023728 | -14558336 |
Profit Factor | 0.4054 | 1.2365 | 0.2445 | 0.6818 | 1.6104 | 0.2787 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 60 | 29 | 31 | 38 | 20 | 18 |
Losing Trades | 31 | 16 | 15 | 53 | 25 | 28 |
Profitability (%) | 65.9341 | 64.4444 | 67.3913 | 41.7582 | 44.4444 | 39.1304 |
Ratio Avg Win / Avg Loss | 0.2094 | 0.6822 | 0.1183 | 0.9509 | 2.013 | 0.4336 |
Largest Winning Trade | 40304 | 40304 | 38215 | 6947590 | 6947590 | 3795332 |
Largest Losing Trade | -673035 | -60848 | -673035 | -8451595 | -1722056 | -8451595 |
Avg Bars in Trades | 88 | 82 | 95 | 88 | 82 | 95 |
Avg Bars in Winners | 50 | 52 | 47 | 97 | 129 | 62 |
Avg Bars in Losers | 163 | 135 | 193 | 82 | 44 | 116 |
Bars Traded | 8083 | 3693 | 4390 | 8083 | 3693 | 4390 |
Profit Streak | 119.5196 | 119.5196 | 448.5196 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576769 | -319325 | -576985 | -583740 | 317966 | -584931 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 1.47533 } }, "second_band": { "type": "t3", "factors": { "length": 220, "offset": 0, "a": 0.6326 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ -970883.112744201, 62595.4623859786, -1033478.5751301793, -8731865.946913932, 5068899.273516228, -13800765.22043016 ], [ -970.883113, 62.595462, -1033.478575, -8731.865947, 5068.899274, -13800.76522 ], [ -0.445922, 0.02875, -0.474672, 0, 0.181367, 0 ], [ 513.471503, 513.471503, 513.471503, 513.471503, 513.471503, 513.471503 ], [ -1208451, -126200, -1171686, -15273219, -4023728, -14558336 ], [ 0.405351, 1.236478, 0.244534, 0.681762, 1.610433, 0.278745 ], [ 91, 45, 46, 91, 45, 46 ], [ 60, 29, 31, 38, 20, 18 ], [ 31, 16, 15, 53, 25, 28 ], [ 65.934066, 64.444444, 67.391304, 41.758242, 44.444444, 39.130435 ], [ 0.209432, 0.682194, 0.118323, 0.950878, 2.013041, 0.433603 ], [ 40304, 40304, 38215, 6947590, 6947590, 3795332 ], [ -673035, -60848, -673035, -8451595, -1722056, -8451595 ], [ 88, 82, 95, 88, 82, 95 ], [ 50, 52, 47, 97, 129, 62 ], [ 163, 135, 193, 82, 44, 116 ], [ 8083, 3693, 4390, 8083, 3693, 4390 ], [ 119.519567, 119.519567, 448.519567, 0, 0, 0 ], [ 5, 2, 10, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576769, -319325, -576985, -583740, 317966, -584931 ] ] }
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{ "first_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 1.47533 } }, "second_band": { "type": "t3", "factors": { "length": 220, "offset": 0, "a": 0.6326 } } }
# | 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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