Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7795684.999 | 127628.4548 | -7923313.4537 | 48110031.1332 | -36261972.1963 | 84372003.3295 |
Total P&L (%) | -7795.685 | 127.6285 | -7923.3135 | 48110.0311 | -36261.9722 | 84372.0033 |
Avg Daily Profit (%) | -3.4365 | 0.0563 | -3.4928 | 0.2727 | 0 | 0.2975 |
Buy And Hold Return (%) | 9738.1636 | 9738.1636 | 9738.1636 | 9738.1636 | 9738.1636 | 9738.1636 |
Max Trade Drawdown | -7905954 | -52671 | -7976443 | -73839429 | -53071545 | -50932753 |
Profit Factor | 0.0606 | 2.066 | 0.0313 | 1.2866 | 0.5662 | 2.0013 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 48 | 28 | 20 | 32 | 16 | 16 |
Losing Trades | 23 | 8 | 15 | 39 | 20 | 19 |
Profitability (%) | 67.6056 | 77.7778 | 57.1429 | 45.0704 | 44.4444 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.0291 | 0.5903 | 0.0235 | 1.5681 | 0.7077 | 2.3765 |
Largest Winning Trade | 44657 | 44657 | 38478 | 105525622 | 11668392 | 105525622 |
Largest Losing Trade | -7889704 | -32222 | -7889704 | -15236119 | -15236119 | -12979130 |
Avg Bars in Trades | 59 | 60 | 59 | 59 | 60 | 59 |
Avg Bars in Winners | 36 | 39 | 31 | 64 | 79 | 49 |
Avg Bars in Losers | 108 | 131 | 95 | 55 | 44 | 67 |
Bars Traded | 4229 | 2162 | 2067 | 4229 | 2162 | 2067 |
Profit Streak | 46.4877 | 132.9877 | 0 | 46.4877 | 132.9877 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668937 | -277469 | -579861 | -84250 | -581589 | 395912 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 1.17717 } }, "second_band": { "type": "sinwma", "factors": { "length": 217, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 1.17717 } }, "second_band": { "type": "sinwma", "factors": { "length": 217, "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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