Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1498285.1707 | -22867.3961 | -1475417.7746 | 326442.9514 | -12793696.5831 | 13120139.5346 |
Total P&L (%) | -1498.2852 | -22.8674 | -1475.4178 | 326.443 | -12793.6966 | 13120.1395 |
Avg Daily Profit (%) | -0.6631 | -0.0101 | -0.653 | 0.0642 | 0 | 0.2164 |
Buy And Hold Return (%) | 351.7529 | 351.7529 | 351.7529 | 351.7529 | 351.7529 | 351.7529 |
Max Trade Drawdown | -1642580 | -147565 | -1564251 | -16367619 | -12880946 | -4653025 |
Profit Factor | 0.3037 | 0.9275 | 0.1966 | 1.0114 | 0.2846 | 2.2205 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 55 | 27 | 28 | 53 | 24 | 29 |
Losing Trades | 42 | 21 | 21 | 44 | 24 | 20 |
Profitability (%) | 56.701 | 56.25 | 57.1429 | 54.6392 | 50 | 59.1837 |
Ratio Avg Win / Avg Loss | 0.2319 | 0.7214 | 0.1474 | 0.8397 | 0.2846 | 1.5314 |
Largest Winning Trade | 43197 | 25993 | 43197 | 11049294 | 2044346 | 11049294 |
Largest Losing Trade | -1171782 | -56719 | -1171782 | -9443924 | -9443924 | -3229884 |
Avg Bars in Trades | 89 | 87 | 90 | 89 | 87 | 90 |
Avg Bars in Winners | 64 | 62 | 67 | 73 | 60 | 83 |
Avg Bars in Losers | 121 | 121 | 120 | 108 | 115 | 100 |
Bars Traded | 8656 | 4221 | 4435 | 8656 | 4221 | 4435 |
Profit Streak | 6.8766 | 0 | 15.1266 | 6.8766 | 0 | 15.1266 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578965 | -579879 | -579170 | -481080 | -580689 | 513926 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 3.48214 } }, "second_band": { "type": "sma", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 3.48214 } }, "second_band": { "type": "sma", "factors": { "length": 215, "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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