Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2314148.1317 | 173533.2358 | -2487681.3675 | -112305154.2696 | 107817701.9985 | -220122856.2681 |
Total P&L (%) | -2314.1481 | 173.5332 | -2487.6814 | -112305.1543 | 107817.702 | -220122.8563 |
Avg Daily Profit (%) | -1.0246 | 0.0768 | -1.1014 | 0 | 0.3097 | 0 |
Buy And Hold Return (%) | 9302.0643 | 9302.0643 | 9302.0643 | 9302.0643 | 9302.0643 | 9302.0643 |
Max Trade Drawdown | -2489340 | -49720 | -2541450 | -359749818 | -39347732 | -379018951 |
Profit Factor | 0.2168 | 2.1376 | 0.1122 | 0.7884 | 2.0097 | 0.4808 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 54 | 26 | 28 | 51 | 26 | 25 |
Losing Trades | 24 | 13 | 11 | 27 | 13 | 14 |
Profitability (%) | 69.2308 | 66.6667 | 71.7949 | 65.3846 | 66.6667 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.0964 | 1.0688 | 0.0441 | 0.4174 | 1.0048 | 0.2692 |
Largest Winning Trade | 51290 | 51290 | 36880 | 55431269 | 55431269 | 31579390 |
Largest Losing Trade | -1979343 | -39276 | -1979343 | -246773906 | -31269831 | -246773906 |
Avg Bars in Trades | 83 | 86 | 81 | 83 | 86 | 81 |
Avg Bars in Winners | 68 | 81 | 56 | 79 | 89 | 70 |
Avg Bars in Losers | 118 | 96 | 144 | 90 | 80 | 100 |
Bars Traded | 6534 | 3362 | 3172 | 6534 | 3362 | 3172 |
Profit Streak | 0 | 0 | 0 | 54.4776 | 54.4776 | 84.4776 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616784 | -251008 | -577932 | -616299 | 519350 | -578371 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 2.88147 } }, "second_band": { "type": "swma", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 2.88147 } }, "second_band": { "type": "swma", "factors": { "length": 236, "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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