Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2515538.4626 | 97506.2541 | -2613044.7167 | -4193202.2291 | 104983698.2525 | -109176900.4816 |
Total P&L (%) | -2515.5385 | 97.5063 | -2613.0447 | -4193.2022 | 104983.6983 | -109176.9005 |
Avg Daily Profit (%) | -1.2311 | 0.0477 | -1.2788 | 0 | 0.3411 | 0 |
Buy And Hold Return (%) | 3097.9881 | 3097.9881 | 3097.9881 | 3097.9881 | 3097.9881 | 3097.9881 |
Max Trade Drawdown | -2612453 | -131656 | -2685054 | -157175135 | -29182300 | -157819204 |
Profit Factor | 0.2354 | 1.3059 | 0.1206 | 0.9813 | 2.9578 | 0.36 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 25 | 20 | 41 | 19 | 22 |
Losing Trades | 34 | 14 | 20 | 38 | 20 | 18 |
Profitability (%) | 56.962 | 64.1026 | 50 | 51.8987 | 48.7179 | 55 |
Ratio Avg Win / Avg Loss | 0.1779 | 0.7313 | 0.1206 | 0.9095 | 3.1134 | 0.2945 |
Largest Winning Trade | 84521 | 84521 | 60641 | 119622438 | 119622438 | 24367778 |
Largest Losing Trade | -1202905 | -84995 | -1202905 | -112877891 | -28762247 | -112877891 |
Avg Bars in Trades | 71 | 79 | 62 | 71 | 79 | 62 |
Avg Bars in Winners | 50 | 58 | 40 | 77 | 104 | 54 |
Avg Bars in Losers | 98 | 117 | 84 | 63 | 56 | 72 |
Bars Traded | 5610 | 3105 | 2505 | 5610 | 3105 | 2505 |
Profit Streak | 301.6723 | 0 | 302.0056 | 0 | 308.0056 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610287 | -294656 | -580161 | -611809 | 540063 | -580101 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 2.87798 } }, "second_band": { "type": "midpoint", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 2.87798 } }, "second_band": { "type": "midpoint", "factors": { "length": 174, "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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