Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5247342.0402 | 289296.6532 | -5536638.6934 | 2684944.6945 | -82168935.0667 | 84853879.7613 |
Total P&L (%) | -5247.342 | 289.2967 | -5536.6387 | 2684.9447 | -82168.9351 | 84853.8798 |
Avg Daily Profit (%) | -2.3116 | 0.1274 | -2.439 | 0.1467 | 0 | 0.2976 |
Buy And Hold Return (%) | 10900.4499 | 10900.4499 | 10900.4499 | 10900.4499 | 10900.4499 | 10900.4499 |
Max Trade Drawdown | -5598846 | -58488 | -5613437 | -249007662 | -113357088 | -149276994 |
Profit Factor | 0.1211 | 3.6995 | 0.0557 | 1.0079 | 0.5001 | 1.483 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 54 | 28 | 26 | 34 | 18 | 16 |
Losing Trades | 18 | 8 | 10 | 38 | 18 | 20 |
Profitability (%) | 75 | 77.7778 | 72.2222 | 47.2222 | 50 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0404 | 1.057 | 0.0214 | 1.1265 | 0.5001 | 1.8538 |
Largest Winning Trade | 61176 | 61176 | 36003 | 130198543 | 30577545 | 130198543 |
Largest Losing Trade | -5598846 | -40470 | -5598846 | -42282811 | -39171305 | -42282811 |
Avg Bars in Trades | 90 | 87 | 93 | 90 | 87 | 93 |
Avg Bars in Winners | 61 | 69 | 52 | 90 | 85 | 96 |
Avg Bars in Losers | 179 | 152 | 200 | 90 | 89 | 91 |
Bars Traded | 6531 | 3152 | 3379 | 6531 | 3152 | 3379 |
Profit Streak | 12.7059 | 133.3726 | 0 | 12.7059 | 133.3726 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660424 | -177980 | -577899 | -458703 | -579429 | 324813 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 3.25878 } }, "second_band": { "type": "rma", "factors": { "length": 170, "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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