Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -345685.3687 | 180611.108 | -526296.4767 | 13831000.1975 | 4789561.1894 | 9041439.0081 |
Total P&L (%) | -345.6854 | 180.6111 | -526.2965 | 13831.0002 | 4789.5612 | 9041.439 |
Avg Daily Profit (%) | -0.1383 | 0.0723 | -0.2105 | 0.1977 | 0.1557 | 0.1808 |
Buy And Hold Return (%) | 404.7979 | 404.7979 | 404.7979 | 404.7979 | 404.7979 | 404.7979 |
Max Trade Drawdown | -632149 | -82986 | -637405 | -5984266 | -3337616 | -5667392 |
Profit Factor | 0.6574 | 2.2534 | 0.3915 | 2.0246 | 2.0301 | 2.0217 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 15 | 22 | 31 | 20 | 11 |
Losing Trades | 28 | 17 | 11 | 34 | 12 | 22 |
Profitability (%) | 56.9231 | 46.875 | 66.6667 | 47.6923 | 62.5 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.4975 | 2.5538 | 0.1957 | 2.2205 | 1.218 | 4.0434 |
Largest Winning Trade | 94077 | 94077 | 42912 | 13781467 | 5944617 | 13781467 |
Largest Losing Trade | -514452 | -28467 | -514452 | -2444274 | -1095279 | -2444274 |
Avg Bars in Trades | 145 | 143 | 147 | 145 | 143 | 147 |
Avg Bars in Winners | 111 | 96 | 121 | 150 | 151 | 148 |
Avg Bars in Losers | 191 | 185 | 199 | 141 | 131 | 147 |
Bars Traded | 9471 | 4597 | 4874 | 9471 | 4597 | 4874 |
Profit Streak | 0 | 137.6737 | 0 | 0 | 137.6737 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715880 | -258636 | -578642 | -125031 | 452320 | 187540 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 3.98477 } }, "second_band": { "type": "swma", "factors": { "length": 156, "offset": 160 } } }
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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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