Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10889608.2453 | 123836.7723 | -11013445.0177 | 38938159.2234 | -39260930.6642 | 78199089.8876 |
Total P&L (%) | -10889.6082 | 123.8368 | -11013.445 | 38938.1592 | -39260.9307 | 78199.0899 |
Avg Daily Profit (%) | -4.8085 | 0.0547 | -4.8632 | 0.2638 | 0 | 0.2947 |
Buy And Hold Return (%) | 12041.0959 | 12041.0959 | 12041.0959 | 12041.0959 | 12041.0959 | 12041.0959 |
Max Trade Drawdown | -11000525 | -61778 | -11064793 | -97511473 | -66236952 | -75024776 |
Profit Factor | 0.0485 | 1.9043 | 0.026 | 1.1981 | 0.5437 | 1.7078 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 23 | 23 | 30 | 14 | 16 |
Losing Trades | 20 | 10 | 10 | 36 | 19 | 17 |
Profitability (%) | 69.697 | 69.697 | 69.697 | 45.4545 | 42.4242 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.0211 | 0.828 | 0.0113 | 1.4378 | 0.7379 | 1.8146 |
Largest Winning Trade | 36003 | 31577 | 36003 | 96767113 | 12973391 | 96767113 |
Largest Losing Trade | -10990354 | -39276 | -10990354 | -25533401 | -19587761 | -25533401 |
Avg Bars in Trades | 97 | 100 | 95 | 97 | 100 | 95 |
Avg Bars in Winners | 82 | 97 | 67 | 91 | 105 | 78 |
Avg Bars in Losers | 133 | 108 | 159 | 103 | 97 | 110 |
Bars Traded | 6460 | 3325 | 3135 | 6460 | 3325 | 3135 |
Profit Streak | 7.5294 | 94.8627 | 0 | 7.5294 | 94.8627 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706045 | -281349 | -578249 | -126767 | -582789 | 400751 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 112, "offset": 0, "multiplier": 2.80495 } }, "second_band": { "type": "swma", "factors": { "length": 245, "offset": 0 } } }
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# | 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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