Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -266555.2895 | 304310.6492 | -570865.9387 | 141947958.4589 | 412448.4614 | 141535509.9975 |
Total P&L (%) | -266.5553 | 304.3106 | -570.8659 | 141947.9585 | 412.4485 | 141535.51 |
Avg Daily Profit (%) | -0.1101 | 0.1257 | -0.2359 | 0.3004 | 0.0675 | 0.3002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -966314 | -61665 | -987437 | -61649888 | -53220765 | -14486831 |
Profit Factor | 0.78 | 2.5379 | 0.4369 | 1.8231 | 1.0029 | 5.4322 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 55 | 26 | 29 | 55 | 24 | 31 |
Losing Trades | 18 | 11 | 7 | 18 | 13 | 5 |
Profitability (%) | 75.3425 | 70.2703 | 80.5556 | 75.3425 | 64.8649 | 86.1111 |
Ratio Avg Win / Avg Loss | 0.2553 | 1.0737 | 0.1055 | 0.5967 | 0.5433 | 0.8762 |
Largest Winning Trade | 99279 | 99279 | 67411 | 34621551 | 34621551 | 24815089 |
Largest Losing Trade | -768967 | -61665 | -768967 | -42535648 | -42535648 | -14486831 |
Avg Bars in Trades | 95 | 107 | 84 | 95 | 107 | 84 |
Avg Bars in Winners | 63 | 70 | 56 | 68 | 69 | 68 |
Avg Bars in Losers | 195 | 194 | 196 | 177 | 176 | 181 |
Bars Traded | 6991 | 3965 | 3026 | 6991 | 3965 | 3026 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653492 | -18804 | -576837 | -63138 | -319792 | 673543 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 85, "offset": 0, "multiplier": 4.4506 } }, "second_band": { "type": "rma", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 85, "offset": 0, "multiplier": 4.4506 } }, "second_band": { "type": "rma", "factors": { "length": 136, "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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