Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1370779.3531 | 1345007.0563 | 25772.2968 | 27763488.2603 | 33595901.4967 | -5832413.2365 |
Total P&L (%) | 1370.7794 | 1345.0071 | 25.7723 | 27763.4883 | 33595.9015 | -5832.4132 |
Avg Daily Profit (%) | 0.7383 | 0.7244 | 0.0139 | 0.3037 | 0.3139 | 0 |
Buy And Hold Return (%) | 7511.1965 | 7511.1965 | 7511.1965 | 7511.1965 | 7511.1965 | 7511.1965 |
Max Trade Drawdown | -81872 | -54157 | -117445 | -14909486 | -11000326 | -10142178 |
Profit Factor | 3.2868 | 5.9179 | 1.0791 | 1.4706 | 2.1237 | 0.7995 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 47.4747 | 53.0612 | 42 | 47.4747 | 53.0612 | 42 |
Ratio Avg Win / Avg Loss | 3.6364 | 5.2351 | 1.4901 | 1.6271 | 1.8786 | 1.1041 |
Largest Winning Trade | 469040 | 469040 | 69998 | 10205248 | 10205248 | 8908637 |
Largest Losing Trade | -32273 | -27980 | -32273 | -6685184 | -6685184 | -4635867 |
Avg Bars in Trades | 71 | 68 | 75 | 71 | 68 | 75 |
Avg Bars in Winners | 109 | 100 | 120 | 109 | 100 | 120 |
Avg Bars in Losers | 38 | 32 | 42 | 38 | 32 | 42 |
Bars Traded | 7124 | 3359 | 3765 | 7124 | 3359 | 3765 |
Profit Streak | 0 | 89.8911 | 0 | 0 | 89.8911 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147574 | -143336 | -656795 | 286233 | 457254 | -762277 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 43, "offset": 0, "multiplier": 3.72244 } }, "second_band": { "type": "fwma", "factors": { "length": 143, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1370779.3530975725, 1345007.0562694543, 25772.2968281185, 27763488.260261483, 33595901.49674914, -5832413.236487679 ], [ 1370.779353, 1345.007056, 25.772297, 27763.48826, 33595.901497, -5832.413236 ], [ 0.738268, 0.724388, 0.01388, 0.303673, 0.313941, 0 ], [ 7511.19645, 7511.19645, 7511.19645, 7511.19645, 7511.19645, 7511.19645 ], [ -81872, -54157, -117445, -14909486, -11000326, -10142178 ], [ 3.286771, 5.917915, 1.079069, 1.470626, 2.123664, 0.799533 ], [ 99, 49, 50, 99, 49, 50 ], [ 47, 26, 21, 47, 26, 21 ], [ 52, 23, 29, 52, 23, 29 ], [ 47.474747, 53.061224, 42, 47.474747, 53.061224, 42 ], [ 3.636428, 5.235078, 1.490143, 1.627075, 1.878625, 1.104117 ], [ 469040, 469040, 69998, 10205248, 10205248, 8908637 ], [ -32273, -27980, -32273, -6685184, -6685184, -4635867 ], [ 71, 68, 75, 71, 68, 75 ], [ 109, 100, 120, 109, 100, 120 ], [ 38, 32, 42, 38, 32, 42 ], [ 7124, 3359, 3765, 7124, 3359, 3765 ], [ 0, 89.891107, 0, 0, 89.891107, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147574, -143336, -656795, 286233, 457254, -762277 ] ] }
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{ "first_band": { "type": "supertrend", "factors": { "length": 43, "offset": 0, "multiplier": 3.72244 } }, "second_band": { "type": "fwma", "factors": { "length": 143, "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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