Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -60883.0836 | 625178.42 | -686061.5035 | -530905.4596 | -5089904.2716 | 4558998.812 |
Total P&L (%) | -60.8831 | 625.1784 | -686.0615 | -530.9055 | -5089.9043 | 4558.9988 |
Avg Daily Profit (%) | -0.0333 | 0.3423 | -0.3756 | 0 | 0 | 0.2105 |
Buy And Hold Return (%) | 754.2781 | 754.2781 | 754.2781 | 754.2781 | 754.2781 | 754.2781 |
Max Trade Drawdown | -220423 | -92927 | -160964 | -11609415 | -8700370 | -5920353 |
Profit Factor | 0.9529 | 3.048 | 0.3058 | 0.9795 | 0.6886 | 1.4756 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 12 | 14 | 36 | 19 | 17 |
Losing Trades | 37 | 19 | 18 | 27 | 12 | 15 |
Profitability (%) | 41.2698 | 38.7097 | 43.75 | 57.1429 | 61.2903 | 53.125 |
Ratio Avg Win / Avg Loss | 1.3561 | 4.8259 | 0.3931 | 0.7346 | 0.4349 | 1.302 |
Largest Winning Trade | 511490 | 511490 | 71598 | 6875581 | 1620728 | 6875581 |
Largest Losing Trade | -663303 | -32338 | -663303 | -7673783 | -7673783 | -3774262 |
Avg Bars in Trades | 54 | 62 | 47 | 54 | 62 | 47 |
Avg Bars in Winners | 57 | 67 | 50 | 51 | 59 | 41 |
Avg Bars in Losers | 52 | 59 | 45 | 59 | 67 | 54 |
Bars Traded | 3462 | 1941 | 1521 | 3462 | 1941 | 1521 |
Profit Streak | 0 | 92.5467 | 0 | 30.0467 | 0 | 108.5467 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -733783 | -154172 | -583240 | -730311 | -579354 | 373464 |
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{ "first_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 16, "multiplier": 4.21542 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ -60883.0835811382, 625178.4199674971, -686061.5035486358, -530905.4595973641, -5089904.271619826, 4558998.812022456 ], [ -60.883084, 625.17842, -686.061504, -530.90546, -5089.904272, 4558.998812 ], [ -0.033333, 0.342282, -0.375615, 0, 0, 0.210535 ], [ 754.278075, 754.278075, 754.278075, 754.278075, 754.278075, 754.278075 ], [ -220423, -92927, -160964, -11609415, -8700370, -5920353 ], [ 0.952932, 3.047958, 0.305773, 0.979525, 0.688572, 1.475578 ], [ 63, 31, 32, 63, 31, 32 ], [ 26, 12, 14, 36, 19, 17 ], [ 37, 19, 18, 27, 12, 15 ], [ 41.269841, 38.709677, 43.75, 57.142857, 61.290323, 53.125 ], [ 1.356095, 4.825934, 0.393137, 0.734644, 0.434888, 1.301981 ], [ 511490, 511490, 71598, 6875581, 1620728, 6875581 ], [ -663303, -32338, -663303, -7673783, -7673783, -3774262 ], [ 54, 62, 47, 54, 62, 47 ], [ 57, 67, 50, 51, 59, 41 ], [ 52, 59, 45, 59, 67, 54 ], [ 3462, 1941, 1521, 3462, 1941, 1521 ], [ 0, 92.54672, 0, 30.04672, 0, 108.54672 ], [ 0, 2, 0, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -733783, -154172, -583240, -730311, -579354, 373464 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 16, "multiplier": 4.21542 } } }
# | 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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