Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1859070.6275 | 286332.6488 | -2145403.2763 | -78506870.5408 | 55757872.7121 | -134264743.2529 |
Total P&L (%) | -1859.0706 | 286.3326 | -2145.4033 | -78506.8705 | 55757.8727 | -134264.7433 |
Avg Daily Profit (%) | -0.8221 | 0.1266 | -0.9487 | 0 | 0.2801 | 0 |
Buy And Hold Return (%) | 10866.9861 | 10866.9861 | 10866.9861 | 10866.9861 | 10866.9861 | 10866.9861 |
Max Trade Drawdown | -2176648 | -55331 | -2207876 | -169210907 | -28671549 | -191235636 |
Profit Factor | 0.2933 | 2.7078 | 0.1289 | 0.7214 | 1.8399 | 0.3768 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 52 | 25 | 27 | 47 | 24 | 23 |
Losing Trades | 30 | 16 | 14 | 35 | 17 | 18 |
Profitability (%) | 63.4146 | 60.9756 | 65.8537 | 57.3171 | 58.5366 | 56.0976 |
Ratio Avg Win / Avg Loss | 0.1692 | 1.733 | 0.0668 | 0.5372 | 1.3033 | 0.2949 |
Largest Winning Trade | 59081 | 59081 | 41010 | 23685288 | 23685288 | 14102771 |
Largest Losing Trade | -1943493 | -39874 | -1943493 | -137659413 | -19709135 | -137659413 |
Avg Bars in Trades | 79 | 81 | 78 | 79 | 81 | 78 |
Avg Bars in Winners | 68 | 82 | 54 | 78 | 92 | 62 |
Avg Bars in Losers | 99 | 78 | 123 | 81 | 64 | 98 |
Bars Traded | 6533 | 3322 | 3211 | 6533 | 3322 | 3211 |
Profit Streak | 87.8826 | 87.8826 | 240.2159 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586045 | -181769 | -577262 | -588607 | 395961 | -579951 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 3.09536 } }, "second_band": { "type": "sma", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 3.09536 } }, "second_band": { "type": "sma", "factors": { "length": 213, "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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