Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -13018948.6719 | 314052.517 | -13333001.1888 | 784374604.1912 | -522342121.9503 | 1306716726.1415 |
Total P&L (%) | -13018.9487 | 314.0525 | -13333.0012 | 784374.6042 | -522342.122 | 1306716.7261 |
Avg Daily Profit (%) | -5.7044 | 0.1376 | -5.842 | 0.3937 | 0 | 0.4162 |
Buy And Hold Return (%) | 8926.8842 | 8926.8842 | 8926.8842 | 8926.8842 | 8926.8842 | 8926.8842 |
Max Trade Drawdown | -13448173 | -36157 | -13434484 | -1707777022 | -800526342 | -965560069 |
Profit Factor | 0.0688 | 2.8879 | 0.0348 | 1.3066 | 0.5603 | 1.9538 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 76 | 38 | 38 | 50 | 28 | 22 |
Losing Trades | 37 | 18 | 19 | 63 | 28 | 35 |
Profitability (%) | 67.2566 | 67.8571 | 66.6667 | 44.2478 | 50 | 38.5965 |
Ratio Avg Win / Avg Loss | 0.0335 | 1.368 | 0.0174 | 1.6464 | 0.5603 | 3.1084 |
Largest Winning Trade | 78324 | 78324 | 37813 | 815134080 | 175061345 | 815134080 |
Largest Losing Trade | -13415142 | -33031 | -13415142 | -251694245 | -207985635 | -251694245 |
Avg Bars in Trades | 77 | 74 | 80 | 77 | 74 | 80 |
Avg Bars in Winners | 57 | 63 | 51 | 78 | 71 | 86 |
Avg Bars in Losers | 119 | 99 | 139 | 77 | 78 | 76 |
Bars Traded | 8802 | 4195 | 4607 | 8802 | 4195 | 4607 |
Profit Streak | 0 | 146.4642 | 0 | 0 | 146.4642 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578240 | -347063 | -758672 | 323716 | -759450 | -171171 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 3.87085 } }, "second_band": { "type": "rma", "factors": { "length": 142, "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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