Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5718948.5151 | 213710.4052 | -5932658.9204 | 28800782.3402 | -51672491.6403 | 80473273.9804 |
Total P&L (%) | -5718.9485 | 213.7104 | -5932.6589 | 28800.7823 | -51672.4916 | 80473.274 |
Avg Daily Profit (%) | -2.5298 | 0.0945 | -2.6243 | 0.251 | 0 | 0.2964 |
Buy And Hold Return (%) | 9191.9107 | 9191.9107 | 9191.9107 | 9191.9107 | 9191.9107 | 9191.9107 |
Max Trade Drawdown | -5889278 | -67019 | -5998699 | -179976705 | -74118591 | -117094579 |
Profit Factor | 0.106 | 2.5404 | 0.052 | 1.1146 | 0.5505 | 1.59 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 24 | 25 | 33 | 17 | 16 |
Losing Trades | 23 | 12 | 11 | 39 | 19 | 20 |
Profitability (%) | 68.0556 | 66.6667 | 69.4444 | 45.8333 | 47.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0497 | 1.2702 | 0.0229 | 1.3172 | 0.6152 | 1.9875 |
Largest Winning Trade | 48743 | 48743 | 36003 | 83415769 | 18942235 | 83415769 |
Largest Losing Trade | -5889278 | -38456 | -5889278 | -33336683 | -20782988 | -33336683 |
Avg Bars in Trades | 91 | 94 | 89 | 91 | 94 | 89 |
Avg Bars in Winners | 67 | 81 | 53 | 88 | 86 | 90 |
Avg Bars in Losers | 144 | 121 | 169 | 94 | 101 | 88 |
Bars Traded | 6612 | 3407 | 3205 | 6612 | 3407 | 3205 |
Profit Streak | 3.4057 | 9.4057 | 0 | 3.4057 | 9.4057 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662704 | -225982 | -578259 | -175166 | -581194 | 347996 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 88, "offset": 93, "multiplier": 2.97534 } }, "second_band": { "type": "rma", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 88, "offset": 93, "multiplier": 2.97534 } }, "second_band": { "type": "rma", "factors": { "length": 133, "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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