Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1877043.8763 | 281333.199 | -2158377.0754 | -43836382.9211 | 47849645.0761 | -91686027.9972 |
Total P&L (%) | -1877.0439 | 281.3332 | -2158.3771 | -43836.3829 | 47849.6451 | -91686.028 |
Avg Daily Profit (%) | -0.8292 | 0.1243 | -0.9535 | 0 | 0.2731 | 0 |
Buy And Hold Return (%) | 10482.9545 | 10482.9545 | 10482.9545 | 10482.9545 | 10482.9545 | 10482.9545 |
Max Trade Drawdown | -2253400 | -41796 | -2235290 | -118186710 | -19050918 | -134501021 |
Profit Factor | 0.3173 | 2.4415 | 0.155 | 0.7905 | 2.1341 | 0.4511 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 46 | 26 | 20 | 43 | 22 | 21 |
Losing Trades | 33 | 14 | 19 | 36 | 18 | 18 |
Profitability (%) | 58.2278 | 65 | 51.2821 | 54.4304 | 55 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.2276 | 1.3146 | 0.1472 | 0.6618 | 1.7461 | 0.3866 |
Largest Winning Trade | 54578 | 54578 | 49347 | 20984888 | 20984888 | 9087671 |
Largest Losing Trade | -1852291 | -41796 | -1852291 | -107211536 | -13757447 | -107211536 |
Avg Bars in Trades | 83 | 79 | 88 | 83 | 79 | 88 |
Avg Bars in Winners | 60 | 60 | 61 | 71 | 71 | 70 |
Avg Bars in Losers | 115 | 113 | 117 | 99 | 88 | 109 |
Bars Traded | 6625 | 3168 | 3457 | 6625 | 3168 | 3457 |
Profit Streak | 3.7669 | 149.4336 | 0 | 0 | 0 | 86.1002 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -611147 | -186009 | -580591 | -611481 | 420376 | -579700 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 4.45301 } }, "second_band": { "type": "alma", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 4.45301 } }, "second_band": { "type": "alma", "factors": { "length": 157, "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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