Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1006272.1442 | 75893.7724 | -1082165.9167 | -2431396.4156 | -7537886.8641 | 5106490.4484 |
Total P&L (%) | -1006.2721 | 75.8938 | -1082.1659 | -2431.3964 | -7537.8869 | 5106.4904 |
Avg Daily Profit (%) | -0.5524 | 0.0417 | -0.594 | 0 | 0 | 0.2172 |
Buy And Hold Return (%) | 688.9137 | 688.9137 | 688.9137 | 688.9137 | 688.9137 | 688.9137 |
Max Trade Drawdown | -1087339 | -146216 | -1106624 | -23272908 | -13654152 | -9656510 |
Profit Factor | 0.4157 | 1.2517 | 0.2383 | 0.9399 | 0.6449 | 1.2651 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 26 | 26 | 45 | 20 | 25 |
Losing Trades | 40 | 20 | 20 | 47 | 26 | 21 |
Profitability (%) | 56.5217 | 56.5217 | 56.5217 | 48.913 | 43.4783 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.3198 | 0.9628 | 0.1833 | 0.9817 | 0.8384 | 1.0627 |
Largest Winning Trade | 62989 | 62989 | 58701 | 10521794 | 2738898 | 10521794 |
Largest Losing Trade | -615926 | -77006 | -615926 | -12769643 | -12769643 | -9648010 |
Avg Bars in Trades | 76 | 77 | 74 | 76 | 77 | 74 |
Avg Bars in Winners | 38 | 37 | 40 | 73 | 73 | 74 |
Avg Bars in Losers | 124 | 129 | 118 | 78 | 80 | 75 |
Bars Traded | 6993 | 3561 | 3431 | 6993 | 3561 | 3431 |
Profit Streak | 10.6397 | 29.8897 | 0 | 0 | 0 | 29.1397 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579038 | -302993 | -579859 | -580955 | -583240 | 332386 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 2.54794 } }, "second_band": { "type": "pwma", "factors": { "length": 238, "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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