Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207810.3754 | 374260.7002 | -166450.3249 | -9942060.6958 | 4201014.363 | -14143075.0588 |
Total P&L (%) | 207.8104 | 374.2607 | -166.4503 | -9942.0607 | 4201.0144 | -14143.0751 |
Avg Daily Profit (%) | 0.0831 | 0.1496 | -0.0666 | 0 | 0.1505 | 0 |
Buy And Hold Return (%) | 843.2467 | 843.2467 | 843.2467 | 843.2467 | 843.2467 | 843.2467 |
Max Trade Drawdown | -358695 | -47363 | -327331 | -15479979 | -2353758 | -15685181 |
Profit Factor | 1.367 | 3.9943 | 0.6228 | 0.5305 | 2.1329 | 0.1903 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 44 | 25 | 19 | 43 | 24 | 19 |
Losing Trades | 19 | 7 | 12 | 20 | 8 | 12 |
Profitability (%) | 69.8413 | 78.125 | 61.2903 | 68.254 | 75 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.5903 | 1.1184 | 0.3934 | 0.2467 | 0.711 | 0.1202 |
Largest Winning Trade | 100827 | 100827 | 43956 | 3328065 | 3328065 | 683885 |
Largest Losing Trade | -317941 | -47363 | -317941 | -15479979 | -2031555 | -15479979 |
Avg Bars in Trades | 72 | 65 | 80 | 72 | 65 | 80 |
Avg Bars in Winners | 61 | 50 | 75 | 58 | 46 | 74 |
Avg Bars in Losers | 100 | 119 | 89 | 103 | 121 | 90 |
Bars Traded | 4596 | 2087 | 2509 | 4596 | 2087 | 2509 |
Profit Streak | 177.0013 | 195.0013 | 177.0013 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -396041 | -148523 | -578770 | -729411 | 387095 | -579354 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 225, "multiplier": 3.35302 } }, "second_band": { "type": "swma", "factors": { "length": 242, "offset": 0 } } }
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# | 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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