Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -947069.4386 | 12039.4154 | -959108.854 | -1144170.8738 | -3617883.7624 | 2473712.8887 |
Total P&L (%) | -947.0694 | 12.0394 | -959.1089 | -1144.1709 | -3617.8838 | 2473.7129 |
Avg Daily Profit (%) | -0.5228 | 0.0066 | -0.5295 | 0 | 0 | 0.1795 |
Buy And Hold Return (%) | 597.0311 | 597.0311 | 597.0311 | 597.0311 | 597.0311 | 597.0311 |
Max Trade Drawdown | -1036878 | -106303 | -1011062 | -7997561 | -5516889 | -2726586 |
Profit Factor | 0.3198 | 1.0603 | 0.1958 | 0.9 | 0.4706 | 1.5375 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 22 | 25 | 40 | 22 | 18 |
Losing Trades | 25 | 14 | 11 | 32 | 14 | 18 |
Profitability (%) | 65.2778 | 61.1111 | 69.4444 | 55.5556 | 61.1111 | 50 |
Ratio Avg Win / Avg Loss | 0.1701 | 0.6747 | 0.0862 | 0.72 | 0.2995 | 1.5375 |
Largest Winning Trade | 32660 | 29651 | 32660 | 3135663 | 1068578 | 3135663 |
Largest Losing Trade | -532991 | -78488 | -532991 | -4942774 | -4942774 | -2268829 |
Avg Bars in Trades | 96 | 109 | 83 | 96 | 109 | 83 |
Avg Bars in Winners | 49 | 43 | 54 | 82 | 83 | 81 |
Avg Bars in Losers | 183 | 212 | 148 | 113 | 149 | 85 |
Bars Traded | 6923 | 3928 | 2995 | 6923 | 3928 | 2995 |
Profit Streak | 16.0103 | 86.7603 | 0 | 0 | 0 | 86.5103 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661719 | -502776 | -578259 | -663557 | -579339 | 337407 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 171, "offset": 0, "multiplier": 2.46805 } }, "second_band": { "type": "rma", "factors": { "length": 196, "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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