Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6063732.6917 | 2857.8954 | -6066590.5871 | 688410.2302 | 30163264.6111 | -29474854.3809 |
Total P&L (%) | -6063.7327 | 2.8579 | -6066.5906 | 688.4102 | 30163.2646 | -29474.8544 |
Avg Daily Profit (%) | -2.5699 | 0.0012 | -2.5711 | 0.0876 | 0.2424 | 0 |
Buy And Hold Return (%) | 501.228 | 501.228 | 501.228 | 501.228 | 501.228 | 501.228 |
Max Trade Drawdown | -6229899 | -175347 | -6166688 | -64925414 | -24968728 | -49382193 |
Profit Factor | 0.0937 | 1.0099 | 0.0523 | 1.0055 | 1.7801 | 0.6561 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 49 | 24 | 25 | 41 | 21 | 20 |
Losing Trades | 33 | 17 | 16 | 41 | 20 | 21 |
Profitability (%) | 59.7561 | 58.5366 | 60.9756 | 50 | 51.2195 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.0631 | 0.7153 | 0.0334 | 1.0055 | 1.6953 | 0.6889 |
Largest Winning Trade | 83453 | 83453 | 44162 | 29915517 | 29915517 | 13178080 |
Largest Losing Trade | -6069332 | -52330 | -6069332 | -20518132 | -11627911 | -20518132 |
Avg Bars in Trades | 110 | 124 | 96 | 110 | 124 | 96 |
Avg Bars in Winners | 55 | 71 | 40 | 111 | 154 | 65 |
Avg Bars in Losers | 191 | 199 | 183 | 109 | 92 | 125 |
Bars Traded | 9045 | 5102 | 3943 | 9045 | 5102 | 3943 |
Profit Streak | 3.6512 | 0 | 12.9012 | 3.6512 | 0 | 12.9012 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -588555 | -567173 | -578709 | -349009 | 430910 | -580606 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 3.32552 } }, "second_band": { "type": "rma", "factors": { "length": 221, "offset": 0 } } }
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# | 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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