Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8243036.0888 | 229123.1838 | -8472159.2726 | 235071570.3037 | -147657398.2514 | 382728968.5551 |
Total P&L (%) | -8243.0361 | 229.1232 | -8472.1593 | 235071.5703 | -147657.3983 | 382728.9686 |
Avg Daily Profit (%) | -3.6474 | 0.1014 | -3.7487 | 0.3441 | 0 | 0.3657 |
Buy And Hold Return (%) | 9772.1228 | 9772.1228 | 9772.1228 | 9772.1228 | 9772.1228 | 9772.1228 |
Max Trade Drawdown | -8515550 | -43256 | -8566182 | -341457858 | -230723685 | -223074245 |
Profit Factor | 0.0797 | 2.4935 | 0.0376 | 1.3263 | 0.6573 | 2.3221 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 28 | 32 | 42 | 23 | 19 |
Losing Trades | 32 | 18 | 14 | 50 | 23 | 27 |
Profitability (%) | 65.2174 | 60.8696 | 69.5652 | 45.6522 | 50 | 41.3043 |
Ratio Avg Win / Avg Loss | 0.0425 | 1.603 | 0.0165 | 1.579 | 0.6573 | 3.2998 |
Largest Winning Trade | 54642 | 54642 | 40698 | 376599591 | 65875119 | 376599591 |
Largest Losing Trade | -8515093 | -29480 | -8515093 | -99964226 | -99964226 | -48232662 |
Avg Bars in Trades | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Winners | 50 | 67 | 35 | 68 | 66 | 71 |
Avg Bars in Losers | 102 | 69 | 145 | 68 | 69 | 66 |
Bars Traded | 6302 | 3140 | 3162 | 6302 | 3140 | 3162 |
Profit Streak | 123.6076 | 123.6076 | 228.2742 | 123.6076 | 123.6076 | 344.9409 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576827 | -215821 | -576812 | 382835 | -579352 | 429530 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 2.50767 } }, "second_band": { "type": "fwma", "factors": { "length": 85, "offset": 220 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 2.50767 } }, "second_band": { "type": "fwma", "factors": { "length": 85, "offset": 220 } } }
# | 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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