Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736020.236 | 487032.2324 | 248988.0037 | -44966608.8722 | -17702454.3116 | -27264154.5606 |
Total P&L (%) | 736.0202 | 487.0322 | 248.988 | -44966.6089 | -17702.4543 | -27264.1546 |
Avg Daily Profit (%) | 0.3882 | 0.2569 | 0.1313 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240466 | -69521 | -195133 | -45416055 | -18317675 | -27366840 |
Profit Factor | 1.9328 | 2.5821 | 1.5175 | 0.372 | 0.4432 | 0.3151 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 92 | 45 | 47 | 64 | 34 | 30 |
Losing Trades | 57 | 29 | 28 | 85 | 40 | 45 |
Profitability (%) | 61.745 | 60.8108 | 62.6667 | 42.953 | 45.9459 | 40 |
Ratio Avg Win / Avg Loss | 1.1975 | 1.664 | 0.904 | 0.494 | 0.5214 | 0.4727 |
Largest Winning Trade | 81027 | 81027 | 39869 | 3396371 | 2508468 | 3396371 |
Largest Losing Trade | -164110 | -30340 | -164110 | -7348700 | -7348700 | -6520616 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 40 | 33 | 46 | 31 | 38 | 23 |
Avg Bars in Losers | 30 | 36 | 24 | 40 | 31 | 47 |
Bars Traded | 5436 | 2571 | 2865 | 5436 | 2571 | 2865 |
Profit Streak | 53.1515 | 53.4849 | 53.1515 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543889 | -49185 | -72438 | -583124 | -646812 | -641625 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 3.07156 } }, "second_band": { "type": "midpoint", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 3.07156 } }, "second_band": { "type": "midpoint", "factors": { "length": 74, "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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