Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1614124.0391 | -57646.8299 | -1556477.2092 | -1548045.653 | -22172356.1457 | 20624310.4928 |
Total P&L (%) | -1614.124 | -57.6468 | -1556.4772 | -1548.0457 | -22172.3561 | 20624.3105 |
Avg Daily Profit (%) | -0.8854 | -0.0316 | -0.8538 | 0 | 0 | 0.293 |
Buy And Hold Return (%) | 646.0632 | 646.0632 | 646.0632 | 646.0632 | 646.0632 | 646.0632 |
Max Trade Drawdown | -1687307 | -186406 | -1598638 | -40315269 | -32489228 | -7881546 |
Profit Factor | 0.2384 | 0.8188 | 0.1359 | 0.9684 | 0.4023 | 2.7292 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 48 | 24 | 24 | 29 | 15 | 14 |
Losing Trades | 25 | 13 | 12 | 44 | 22 | 22 |
Profitability (%) | 65.7534 | 64.8649 | 66.6667 | 39.726 | 40.5405 | 38.8889 |
Ratio Avg Win / Avg Loss | 0.1242 | 0.4435 | 0.0679 | 1.4693 | 0.5901 | 4.2888 |
Largest Winning Trade | 38249 | 38249 | 35563 | 15119737 | 5922580 | 15119737 |
Largest Losing Trade | -748915 | -71850 | -748915 | -26255070 | -26255070 | -4382319 |
Avg Bars in Trades | 71 | 75 | 68 | 71 | 75 | 68 |
Avg Bars in Winners | 28 | 31 | 24 | 86 | 80 | 93 |
Avg Bars in Losers | 155 | 155 | 154 | 62 | 72 | 51 |
Bars Traded | 5234 | 2786 | 2448 | 5234 | 2786 | 2448 |
Profit Streak | 48.8864 | 71.2198 | 0 | 0 | 0 | 173.2198 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654173 | -578287 | -578619 | -659384 | -584451 | 384694 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.89748, "nb": 0.1, "nc": 0.33729 } }, "second_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 4.86659 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.89748, "nb": 0.1, "nc": 0.33729 } }, "second_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 4.86659 } } }
# | 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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