Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2023176.1064 | 111382.0616 | -2134558.168 | -629206.4927 | 2555953.0241 | -3185159.5168 |
Total P&L (%) | -2023.1761 | 111.3821 | -2134.5582 | -629.2065 | 2555.953 | -3185.1595 |
Avg Daily Profit (%) | -0.9079 | 0.05 | -0.9578 | 0 | 0.1473 | 0 |
Buy And Hold Return (%) | 161.9609 | 161.9609 | 161.9609 | 161.9609 | 161.9609 | 161.9609 |
Max Trade Drawdown | -2252131 | -55564 | -2245254 | -4038473 | -975718 | -4270328 |
Profit Factor | 0.265 | 1.4278 | 0.1435 | 0.9382 | 1.8401 | 0.5542 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 19 | 15 | 30 | 17 | 13 |
Losing Trades | 30 | 13 | 17 | 34 | 15 | 19 |
Profitability (%) | 53.125 | 59.375 | 46.875 | 46.875 | 53.125 | 40.625 |
Ratio Avg Win / Avg Loss | 0.2338 | 0.9769 | 0.1627 | 1.0633 | 1.6236 | 0.81 |
Largest Winning Trade | 53616 | 53616 | 48333 | 1505266 | 1505266 | 992346 |
Largest Losing Trade | -2137827 | -48808 | -2137827 | -2201128 | -665046 | -2201128 |
Avg Bars in Trades | 66 | 77 | 54 | 66 | 77 | 54 |
Avg Bars in Winners | 50 | 57 | 41 | 73 | 89 | 53 |
Avg Bars in Losers | 84 | 107 | 66 | 59 | 63 | 56 |
Bars Traded | 4235 | 2477 | 1758 | 4235 | 2477 | 1758 |
Profit Streak | 0 | 0 | 0 | 74.1524 | 74.1524 | 116.6524 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723872 | -291561 | -582025 | -722452 | 301894 | -583498 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 3.37551 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 3.37551 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } } }
# | 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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