Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1232607.9924 | 60416.0024 | -1293023.9948 | 834147.5052 | -9054819.5797 | 9888967.0849 |
Total P&L (%) | -1232.608 | 60.416 | -1293.024 | 834.1475 | -9054.8196 | 9888.9671 |
Avg Daily Profit (%) | -0.5428 | 0.0266 | -0.5694 | 0.0984 | 0 | 0.2029 |
Buy And Hold Return (%) | 517.2675 | 517.2675 | 517.2675 | 517.2675 | 517.2675 | 517.2675 |
Max Trade Drawdown | -1438077 | -170449 | -1392871 | -15826332 | -14710494 | -5805696 |
Profit Factor | 0.3279 | 1.2277 | 0.1757 | 1.0308 | 0.5098 | 2.1426 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 15 | 18 | 35 | 14 | 21 |
Losing Trades | 28 | 15 | 13 | 26 | 16 | 10 |
Profitability (%) | 54.0984 | 50 | 58.0645 | 57.377 | 46.6667 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.2783 | 1.2277 | 0.1269 | 0.7657 | 0.5826 | 1.0203 |
Largest Winning Trade | 107377 | 107377 | 54517 | 6736053 | 6736053 | 6507991 |
Largest Losing Trade | -1041675 | -42016 | -1041675 | -6328432 | -6328432 | -2308571 |
Avg Bars in Trades | 138 | 144 | 133 | 138 | 144 | 133 |
Avg Bars in Winners | 86 | 94 | 80 | 98 | 89 | 104 |
Avg Bars in Losers | 200 | 194 | 207 | 192 | 192 | 194 |
Bars Traded | 8466 | 4328 | 4138 | 8466 | 4328 | 4138 |
Profit Streak | 60.7495 | 0 | 154.2495 | 60.7495 | 0 | 154.2495 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745686 | -323519 | -578420 | -423458 | -582121 | 527020 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 200, "offset": 0, "multiplier": 3.37286 } }, "second_band": { "type": "swma", "factors": { "length": 81, "offset": 187 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 200, "offset": 0, "multiplier": 3.37286 } }, "second_band": { "type": "swma", "factors": { "length": 81, "offset": 187 } } }
# | 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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