Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2581148.7263 | -21662.9287 | -2559485.7975 | -239527.1888 | 13482046.892 | -13721574.0808 |
Total P&L (%) | -2581.1487 | -21.6629 | -2559.4858 | -239.5272 | 13482.0469 | -13721.5741 |
Avg Daily Profit (%) | -1.2631 | -0.0106 | -1.2525 | 0 | 0.2406 | 0 |
Buy And Hold Return (%) | 3696.9598 | 3696.9598 | 3696.9598 | 3696.9598 | 3696.9598 | 3696.9598 |
Max Trade Drawdown | -2609103 | -116620 | -2578784 | -20698412 | -1595771 | -19402224 |
Profit Factor | 0.1863 | 0.9273 | 0.1094 | 0.9902 | 5.1924 | 0.3519 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 18 | 18 | 32 | 15 | 17 |
Losing Trades | 31 | 15 | 16 | 35 | 18 | 17 |
Profitability (%) | 53.7313 | 54.5455 | 52.9412 | 47.7612 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 0.1604 | 0.7728 | 0.0973 | 1.083 | 6.2309 | 0.3519 |
Largest Winning Trade | 45887 | 44766 | 45887 | 14623168 | 14623168 | 2104890 |
Largest Losing Trade | -1676045 | -82761 | -1676045 | -13144276 | -1282960 | -13144276 |
Avg Bars in Trades | 57 | 55 | 60 | 57 | 55 | 60 |
Avg Bars in Winners | 31 | 29 | 34 | 61 | 57 | 64 |
Avg Bars in Losers | 88 | 86 | 90 | 55 | 53 | 57 |
Bars Traded | 3884 | 1822 | 2062 | 3884 | 1822 | 2062 |
Profit Streak | 326.7962 | 392.7962 | 326.7962 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700328 | -579250 | -579826 | -701259 | 431725 | -580795 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 3.4055 } }, "second_band": { "type": "sinwma", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 3.4055 } }, "second_band": { "type": "sinwma", "factors": { "length": 169, "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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