Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5664867.215 | 285966.9388 | -5950834.1537 | 115700727.4732 | -19396769.6414 | 135097497.1146 |
Total P&L (%) | -5664.8672 | 285.9669 | -5950.8342 | 115700.7275 | -19396.7696 | 135097.4971 |
Avg Daily Profit (%) | -2.4981 | 0.1261 | -2.6242 | 0.3116 | 0 | 0.3184 |
Buy And Hold Return (%) | 10876.0725 | 10876.0725 | 10876.0725 | 10876.0725 | 10876.0725 | 10876.0725 |
Max Trade Drawdown | -5952140 | -71074 | -6073200 | -155309491 | -74494313 | -93312723 |
Profit Factor | 0.1299 | 3.0336 | 0.0658 | 1.441 | 0.8423 | 1.9698 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 65 | 33 | 32 | 41 | 20 | 21 |
Losing Trades | 25 | 12 | 13 | 49 | 25 | 24 |
Profitability (%) | 72.2222 | 73.3333 | 71.1111 | 45.5556 | 44.4444 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.05 | 1.1031 | 0.0267 | 1.7222 | 1.0529 | 2.2512 |
Largest Winning Trade | 42018 | 42018 | 42011 | 79378657 | 30918122 | 79378657 |
Largest Losing Trade | -5952140 | -38269 | -5952140 | -25903915 | -25903915 | -25633114 |
Avg Bars in Trades | 72 | 66 | 78 | 72 | 66 | 78 |
Avg Bars in Winners | 52 | 52 | 53 | 76 | 72 | 80 |
Avg Bars in Losers | 123 | 106 | 139 | 69 | 62 | 76 |
Bars Traded | 6533 | 3010 | 3523 | 6533 | 3010 | 3523 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577379 | -182668 | -577975 | 344160 | -581205 | 416215 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.43667 } }, "second_band": { "type": "rma", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.43667 } }, "second_band": { "type": "rma", "factors": { "length": 136, "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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