Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -417186.7679 | 242751.6763 | -659938.4442 | 41158322.1846 | -3874042.9465 | 45032365.1311 |
Total P&L (%) | -417.1868 | 242.7517 | -659.9384 | 41158.3222 | -3874.0429 | 45032.3651 |
Avg Daily Profit (%) | -0.1726 | 0.1004 | -0.273 | 0.2494 | 0 | 0.2532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -920954 | -66933 | -999982 | -28886489 | -24890157 | -9057864 |
Profit Factor | 0.7124 | 1.714 | 0.4057 | 1.4081 | 0.951 | 3.0603 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 52 | 21 | 31 | 50 | 19 | 31 |
Losing Trades | 25 | 17 | 8 | 27 | 19 | 8 |
Profitability (%) | 67.5325 | 55.2632 | 79.4872 | 64.9351 | 50 | 79.4872 |
Ratio Avg Win / Avg Loss | 0.3425 | 1.3875 | 0.1047 | 0.7604 | 0.951 | 0.7898 |
Largest Winning Trade | 90615 | 90615 | 64663 | 13411464 | 13411464 | 9663428 |
Largest Losing Trade | -786330 | -66733 | -786330 | -16147740 | -16147740 | -5145257 |
Avg Bars in Trades | 59 | 76 | 43 | 59 | 76 | 43 |
Avg Bars in Winners | 44 | 56 | 35 | 47 | 56 | 42 |
Avg Bars in Losers | 91 | 99 | 74 | 81 | 96 | 47 |
Bars Traded | 4595 | 2892 | 1703 | 4595 | 2892 | 1703 |
Profit Streak | 43.7421 | 43.7421 | 50.2421 | 43.7421 | 43.7421 | 50.2421 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623083 | -55535 | -575944 | -35104 | -580211 | 590186 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 14, "offset": 0, "multiplier": 3.26002 } }, "second_band": { "type": "ema", "factors": { "length": 163, "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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