Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5656254.7878 | 299963.765 | -5956218.5528 | 150800355.7689 | -31966564.8816 | 182766920.6505 |
Total P&L (%) | -5656.2548 | 299.9638 | -5956.2186 | 150800.3558 | -31966.5649 | 182766.9207 |
Avg Daily Profit (%) | -2.4958 | 0.1324 | -2.6281 | 0.3235 | 0 | 0.332 |
Buy And Hold Return (%) | 9134.9936 | 9134.9936 | 9134.9936 | 9134.9936 | 9134.9936 | 9134.9936 |
Max Trade Drawdown | -5952140 | -65539 | -6062037 | -199432154 | -102280501 | -119510035 |
Profit Factor | 0.1212 | 3.3257 | 0.0556 | 1.516 | 0.7842 | 2.2687 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 45 | 23 | 22 | 29 | 15 | 14 |
Losing Trades | 19 | 9 | 10 | 35 | 17 | 18 |
Profitability (%) | 70.3125 | 71.875 | 68.75 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 0.0512 | 1.3014 | 0.0253 | 1.8297 | 0.8888 | 2.9168 |
Largest Winning Trade | 74225 | 74225 | 41323 | 115113624 | 48830970 | 115113624 |
Largest Losing Trade | -5952140 | -30541 | -5952140 | -33866671 | -31374491 | -33866671 |
Avg Bars in Trades | 100 | 95 | 106 | 100 | 95 | 106 |
Avg Bars in Winners | 73 | 76 | 70 | 112 | 102 | 122 |
Avg Bars in Losers | 165 | 142 | 185 | 91 | 88 | 93 |
Bars Traded | 6449 | 3050 | 3399 | 6449 | 3050 | 3399 |
Profit Streak | 6.8265 | 130.1598 | 0 | 6.8265 | 130.1598 | 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 | -720958 | -173097 | -578379 | -133306 | -581066 | 396775 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 4.14497 } }, "second_band": { "type": "t3", "factors": { "length": 114, "offset": 0, "a": 0.12977 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 4.14497 } }, "second_band": { "type": "t3", "factors": { "length": 114, "offset": 0, "a": 0.12977 } } }
# | 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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