Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7928280.467 | 126470.0292 | -8054750.4963 | 42742502.2863 | -35434817.0055 | 78177319.2917 |
Total P&L (%) | -7928.2805 | 126.47 | -8054.7505 | 42742.5023 | -35434.817 | 78177.3193 |
Avg Daily Profit (%) | -3.4926 | 0.0557 | -3.5483 | 0.2673 | 0 | 0.2939 |
Buy And Hold Return (%) | 12441.1292 | 12441.1292 | 12441.1292 | 12441.1292 | 12441.1292 | 12441.1292 |
Max Trade Drawdown | -8020106 | -48162 | -8106232 | -57410142 | -49798850 | -38324318 |
Profit Factor | 0.0619 | 1.9356 | 0.0314 | 1.3506 | 0.4802 | 2.4545 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 44 | 23 | 21 | 28 | 15 | 13 |
Losing Trades | 20 | 9 | 11 | 36 | 17 | 19 |
Profitability (%) | 68.75 | 71.875 | 65.625 | 43.75 | 46.875 | 40.625 |
Ratio Avg Win / Avg Loss | 0.0281 | 0.7574 | 0.0165 | 1.7365 | 0.5442 | 3.5874 |
Largest Winning Trade | 40894 | 34498 | 40894 | 81912913 | 9762989 | 81912913 |
Largest Losing Trade | -8013679 | -34321 | -8013679 | -16374883 | -16374883 | -9982160 |
Avg Bars in Trades | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Winners | 45 | 53 | 36 | 65 | 76 | 52 |
Avg Bars in Losers | 111 | 105 | 117 | 67 | 60 | 72 |
Bars Traded | 4243 | 2182 | 2061 | 4243 | 2182 | 2061 |
Profit Streak | 45.2028 | 100.2028 | 0 | 45.2028 | 100.2028 | 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 | -721291 | -279638 | -578784 | -138258 | -581067 | 337046 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 1.66634 } }, "second_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 1.66634 } }, "second_band": { "type": "sma", "factors": { "length": 167, "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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