Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -980281.999 | 284038.2855 | -1264320.2846 | 40036482.8206 | 39545329.1727 | 491153.6479 |
Total P&L (%) | -980.282 | 284.0383 | -1264.3203 | 40036.4828 | 39545.3292 | 491.1536 |
Avg Daily Profit (%) | -0.5255 | 0.1523 | -0.6777 | 0.3219 | 0.3212 | 0.0953 |
Buy And Hold Return (%) | 6920.9435 | 6920.9435 | 6920.9435 | 6920.9435 | 6920.9435 | 6920.9435 |
Max Trade Drawdown | -1343382 | -140966 | -1385021 | -25466894 | -6078289 | -22723369 |
Profit Factor | 0.5175 | 1.9437 | 0.2695 | 1.5767 | 2.764 | 1.0104 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 82 | 43 | 39 | 72 | 39 | 33 |
Losing Trades | 48 | 22 | 26 | 58 | 26 | 32 |
Profitability (%) | 63.0769 | 66.1538 | 60 | 55.3846 | 60 | 50.7692 |
Ratio Avg Win / Avg Loss | 0.3029 | 0.9945 | 0.1797 | 1.2701 | 1.8426 | 0.9798 |
Largest Winning Trade | 71834 | 71834 | 48757 | 9213296 | 8761760 | 9213296 |
Largest Losing Trade | -608536 | -56319 | -608536 | -20836139 | -6078289 | -20836139 |
Avg Bars in Trades | 82 | 69 | 96 | 82 | 69 | 96 |
Avg Bars in Winners | 57 | 50 | 65 | 82 | 76 | 89 |
Avg Bars in Losers | 125 | 107 | 141 | 83 | 59 | 103 |
Bars Traded | 10786 | 4530 | 6256 | 10786 | 4530 | 6256 |
Profit Streak | 11.4993 | 98.666 | 0 | 11.4993 | 98.666 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578106 | -285840 | -711162 | 421872 | -115496 | -573803 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 4.83094 } }, "second_band": { "type": "rma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 4.83094 } }, "second_band": { "type": "rma", "factors": { "length": 118, "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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