Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -851676.8105 | 2042.7383 | -853719.5488 | 528298.2688 | -4051795.0866 | 4580093.3554 |
Total P&L (%) | -851.6768 | 2.0427 | -853.7195 | 528.2983 | -4051.7951 | 4580.0934 |
Avg Daily Profit (%) | -0.3534 | 0.0008 | -0.3542 | 0.0763 | 0 | 0.1597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1114388 | -155278 | -1011114 | -5091383 | -4584052 | -1723619 |
Profit Factor | 0.449 | 1.0063 | 0.3014 | 1.049 | 0.4132 | 2.1803 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 38 | 19 | 19 | 36 | 16 | 20 |
Losing Trades | 32 | 16 | 16 | 34 | 19 | 15 |
Profitability (%) | 54.2857 | 54.2857 | 54.2857 | 51.4286 | 45.7143 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.3781 | 0.8474 | 0.2538 | 0.9907 | 0.4907 | 1.6352 |
Largest Winning Trade | 95107 | 95107 | 57196 | 3470631 | 626900 | 3470631 |
Largest Losing Trade | -770431 | -60905 | -770431 | -1495368 | -1495368 | -1042695 |
Avg Bars in Trades | 66 | 80 | 52 | 66 | 80 | 52 |
Avg Bars in Winners | 46 | 60 | 32 | 53 | 63 | 45 |
Avg Bars in Losers | 89 | 103 | 75 | 79 | 94 | 61 |
Bars Traded | 4640 | 2807 | 1833 | 4640 | 2807 | 1833 |
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 | -678722 | -572162 | -580232 | -357299 | -582454 | 459277 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 2.59362 } }, "second_band": { "type": "sma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 2.59362 } }, "second_band": { "type": "sma", "factors": { "length": 172, "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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