Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7241132.9909 | 236216.5725 | -7477349.5635 | 79233430.0869 | -141467347.8795 | 220700777.9664 |
Total P&L (%) | -7241.133 | 236.2166 | -7477.3496 | 79233.4301 | -141467.3479 | 220700.778 |
Avg Daily Profit (%) | -3.1876 | 0.104 | -3.2916 | 0.2943 | 0 | 0.3395 |
Buy And Hold Return (%) | 9352.1258 | 9352.1258 | 9352.1258 | 9352.1258 | 9352.1258 | 9352.1258 |
Max Trade Drawdown | -7521802 | -51605 | -7531084 | -318490112 | -163600130 | -187484903 |
Profit Factor | 0.088 | 2.5787 | 0.0401 | 1.1548 | 0.4949 | 1.9522 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 45 | 23 | 22 | 31 | 13 | 18 |
Losing Trades | 25 | 12 | 13 | 39 | 22 | 17 |
Profitability (%) | 64.2857 | 65.7143 | 62.8571 | 44.2857 | 37.1429 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.0489 | 1.3454 | 0.0237 | 1.4528 | 0.8376 | 1.8438 |
Largest Winning Trade | 61832 | 61832 | 42011 | 220337599 | 21318546 | 220337599 |
Largest Losing Trade | -7521802 | -37560 | -7521802 | -49437936 | -44023516 | -49437936 |
Avg Bars in Trades | 90 | 90 | 91 | 90 | 90 | 91 |
Avg Bars in Winners | 78 | 88 | 66 | 88 | 108 | 74 |
Avg Bars in Losers | 114 | 93 | 133 | 92 | 80 | 109 |
Bars Traded | 6365 | 3170 | 3196 | 6365 | 3170 | 3196 |
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 | -677425 | -214105 | -579121 | -142413 | -585787 | 472098 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 219, "offset": 0, "multiplier": 2.8095 } }, "second_band": { "type": "sma", "factors": { "length": 241, "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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