Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6948273.151 | 154534.7262 | -7102807.8771 | 19699587.6066 | -18562698.9655 | 38262286.572 |
Total P&L (%) | -6948.2732 | 154.5347 | -7102.8079 | 19699.5876 | -18562.699 | 38262.2866 |
Avg Daily Profit (%) | -3.0745 | 0.0684 | -3.1428 | 0.2343 | 0 | 0.2636 |
Buy And Hold Return (%) | 10826.4841 | 10826.4841 | 10826.4841 | 10826.4841 | 10826.4841 | 10826.4841 |
Max Trade Drawdown | -7142925 | -50518 | -7201206 | -80341602 | -40704168 | -56546750 |
Profit Factor | 0.0821 | 1.9556 | 0.0412 | 1.1355 | 0.7123 | 1.4731 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 18 | 19 | 35 | 18 | 17 |
Losing Trades | 29 | 15 | 14 | 31 | 15 | 16 |
Profitability (%) | 56.0606 | 54.5455 | 57.5758 | 53.0303 | 54.5455 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.0643 | 1.6297 | 0.0304 | 1.0057 | 0.5936 | 1.3864 |
Largest Winning Trade | 59154 | 59154 | 40015 | 42624405 | 8935427 | 42624405 |
Largest Losing Trade | -7012444 | -19691 | -7012444 | -18670911 | -14206739 | -18670911 |
Avg Bars in Trades | 64 | 55 | 72 | 64 | 55 | 72 |
Avg Bars in Winners | 50 | 44 | 55 | 73 | 62 | 85 |
Avg Bars in Losers | 81 | 68 | 96 | 53 | 47 | 59 |
Bars Traded | 4234 | 1833 | 2401 | 4234 | 1833 | 2401 |
Profit Streak | 123.7369 | 123.7369 | 238.7369 | 123.7369 | 123.7369 | 450.7369 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707106 | -262175 | -578466 | -197968 | -579254 | 312065 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 175, "offset": 0, "multiplier": 3.40786 } }, "second_band": { "type": "sma", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 175, "offset": 0, "multiplier": 3.40786 } }, "second_band": { "type": "sma", "factors": { "length": 183, "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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