Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2019745.8909 | 188156.64 | -2207902.5308 | -80446761.5965 | 124067384.8609 | -204514146.4574 |
Total P&L (%) | -2019.7459 | 188.1566 | -2207.9025 | -80446.7616 | 124067.3849 | -204514.1465 |
Avg Daily Profit (%) | -0.8938 | 0.0833 | -0.9771 | 0 | 0.3158 | 0 |
Buy And Hold Return (%) | 9397.122 | 9397.122 | 9397.122 | 9397.122 | 9397.122 | 9397.122 |
Max Trade Drawdown | -2168238 | -67587 | -2253090 | -317237064 | -32461541 | -344508475 |
Profit Factor | 0.2543 | 2.0054 | 0.1243 | 0.8329 | 2.5645 | 0.4915 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 55 | 27 | 28 | 53 | 27 | 26 |
Losing Trades | 26 | 13 | 13 | 28 | 13 | 15 |
Profitability (%) | 67.9012 | 67.5 | 68.2927 | 65.4321 | 67.5 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.1202 | 0.9656 | 0.0577 | 0.44 | 1.2347 | 0.2836 |
Largest Winning Trade | 53553 | 53553 | 36880 | 35158195 | 35158195 | 29600216 |
Largest Losing Trade | -1711688 | -39874 | -1711688 | -257868469 | -27524014 | -257868469 |
Avg Bars in Trades | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Winners | 66 | 71 | 62 | 71 | 80 | 62 |
Avg Bars in Losers | 109 | 99 | 120 | 97 | 81 | 111 |
Bars Traded | 6529 | 3226 | 3303 | 6529 | 3226 | 3303 |
Profit Streak | 83.2648 | 85.5981 | 83.2648 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593495 | -243673 | -577812 | -594777 | 543686 | -579003 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 3.27519 } }, "second_band": { "type": "sinwma", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 3.27519 } }, "second_band": { "type": "sinwma", "factors": { "length": 235, "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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