Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -710755.1932 | -170187.8481 | -540567.3451 | -100040.2434 | 819061.2946 | -919101.538 |
Total P&L (%) | -710.7552 | -170.1878 | -540.5673 | -100.0402 | 819.0613 | -919.1015 |
Avg Daily Profit (%) | -0.4804 | -0.115 | -0.3654 | 0 | 0.15 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -830462 | -238571 | -601060 | -954903 | -69012 | -1148085 |
Profit Factor | 0.5066 | 0.6579 | 0.4268 | 0.9343 | 3.8018 | 0.2524 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 165 | 77 | 88 | 113 | 57 | 56 |
Losing Trades | 88 | 49 | 39 | 140 | 69 | 71 |
Profitability (%) | 65.2174 | 61.1111 | 69.2913 | 44.664 | 45.2381 | 44.0945 |
Ratio Avg Win / Avg Loss | 0.2702 | 0.4187 | 0.1891 | 1.1575 | 4.6022 | 0.32 |
Largest Winning Trade | 22602 | 22602 | 17102 | 503153 | 503153 | 192540 |
Largest Losing Trade | -403789 | -77299 | -403789 | -818865 | -69012 | -818865 |
Avg Bars in Trades | 68 | 90 | 47 | 68 | 90 | 47 |
Avg Bars in Winners | 27 | 30 | 24 | 91 | 130 | 52 |
Avg Bars in Losers | 146 | 183 | 100 | 50 | 56 | 44 |
Bars Traded | 17425 | 11365 | 6060 | 17425 | 11365 | 6060 |
Profit Streak | 33.5752 | 33.5752 | 33.9085 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575881 | -578109 | -576991 | -579862 | 448393 | -583291 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 1.19688 } }, "second_band": { "type": "rma", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 1.19688 } }, "second_band": { "type": "rma", "factors": { "length": 175, "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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