Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5837919.912 | 179016.4518 | -6016936.3639 | 35854920.2596 | -45036147.4317 | 80891067.6913 |
Total P&L (%) | -5837.9199 | 179.0165 | -6016.9364 | 35854.9203 | -45036.1474 | 80891.0677 |
Avg Daily Profit (%) | -2.5866 | 0.0793 | -2.6659 | 0.2611 | 0 | 0.2972 |
Buy And Hold Return (%) | 9005.3488 | 9005.3488 | 9005.3488 | 9005.3488 | 9005.3488 | 9005.3488 |
Max Trade Drawdown | -6000140 | -49335 | -6068988 | -89213570 | -55441249 | -52899308 |
Profit Factor | 0.0908 | 2.328 | 0.0428 | 1.2051 | 0.5038 | 1.9626 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 27 | 21 | 30 | 14 | 16 |
Losing Trades | 24 | 9 | 15 | 42 | 22 | 20 |
Profitability (%) | 66.6667 | 75 | 58.3333 | 41.6667 | 38.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0454 | 0.776 | 0.0306 | 1.6872 | 0.7917 | 2.4533 |
Largest Winning Trade | 89828 | 89828 | 38478 | 83621958 | 10860246 | 83621958 |
Largest Losing Trade | -5988537 | -36117 | -5988537 | -11832628 | -11832628 | -10250171 |
Avg Bars in Trades | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Winners | 35 | 40 | 29 | 69 | 91 | 49 |
Avg Bars in Losers | 104 | 117 | 96 | 51 | 40 | 63 |
Bars Traded | 4219 | 2158 | 2061 | 4219 | 2158 | 2061 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662117 | -247935 | -579699 | -80082 | -585101 | 375612 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 1.21926 } }, "second_band": { "type": "swma", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 1.21926 } }, "second_band": { "type": "swma", "factors": { "length": 223, "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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