Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7694951.2156 | 276531.7565 | -7971482.9721 | 512608487.7875 | -335396024.1148 | 848004511.9022 |
Total P&L (%) | -7694.9512 | 276.5318 | -7971.483 | 512608.4878 | -335396.0241 | 848004.5119 |
Avg Daily Profit (%) | -3.3681 | 0.121 | -3.4891 | 0.3746 | 0 | 0.3967 |
Buy And Hold Return (%) | 10252.9557 | 10252.9557 | 10252.9557 | 10252.9557 | 10252.9557 | 10252.9557 |
Max Trade Drawdown | -8015549 | -53856 | -8052296 | -609769420 | -546324659 | -329866768 |
Profit Factor | 0.0919 | 2.8275 | 0.0422 | 1.3894 | 0.5345 | 2.4229 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 63 | 32 | 31 | 43 | 21 | 22 |
Losing Trades | 30 | 15 | 15 | 50 | 26 | 24 |
Profitability (%) | 67.7419 | 68.0851 | 67.3913 | 46.2366 | 44.6809 | 47.8261 |
Ratio Avg Win / Avg Loss | 0.0438 | 1.3254 | 0.0204 | 1.6155 | 0.6618 | 2.6432 |
Largest Winning Trade | 51640 | 51640 | 35486 | 951954356 | 164420848 | 951954356 |
Largest Losing Trade | -8014728 | -42060 | -8014728 | -212925376 | -212925376 | -99282177 |
Avg Bars in Trades | 71 | 73 | 69 | 71 | 73 | 69 |
Avg Bars in Winners | 46 | 49 | 43 | 84 | 88 | 80 |
Avg Bars in Losers | 122 | 124 | 121 | 59 | 60 | 59 |
Bars Traded | 6618 | 3437 | 3181 | 6618 | 3437 | 3181 |
Profit Streak | 7.2149 | 149.8816 | 0 | 7.2149 | 149.8816 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577270 | -189136 | -578450 | 386544 | -581413 | 488288 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 1.05757 } }, "second_band": { "type": "alma", "factors": { "length": 221, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 1.05757 } }, "second_band": { "type": "alma", "factors": { "length": 221, "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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