Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2965365.6531 | 43378.2999 | -3008743.953 | -10815857.8628 | 46241806.167 | -57057664.0297 |
Total P&L (%) | -2965.3657 | 43.3783 | -3008.744 | -10815.8579 | 46241.8062 | -57057.664 |
Avg Daily Profit (%) | -1.4512 | 0.0212 | -1.4725 | 0 | 0.3009 | 0 |
Buy And Hold Return (%) | 4471.2418 | 4471.2418 | 4471.2418 | 4471.2418 | 4471.2418 | 4471.2418 |
Max Trade Drawdown | -3165069 | -112918 | -3109897 | -113924988 | -36949354 | -111938089 |
Profit Factor | 0.2138 | 1.1165 | 0.1149 | 0.9455 | 1.6363 | 0.5457 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 44 | 22 | 22 | 36 | 17 | 19 |
Losing Trades | 31 | 15 | 16 | 39 | 20 | 19 |
Profitability (%) | 58.6667 | 59.4595 | 57.8947 | 48 | 45.9459 | 50 |
Ratio Avg Win / Avg Loss | 0.1506 | 0.7612 | 0.0836 | 1.0242 | 1.925 | 0.5457 |
Largest Winning Trade | 62098 | 62098 | 48305 | 45214905 | 45214905 | 34178166 |
Largest Losing Trade | -1477297 | -63162 | -1477297 | -45987976 | -24925736 | -45987976 |
Avg Bars in Trades | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Winners | 41 | 43 | 39 | 85 | 90 | 82 |
Avg Bars in Losers | 124 | 115 | 132 | 65 | 57 | 74 |
Bars Traded | 5661 | 2679 | 2982 | 5661 | 2679 | 2982 |
Profit Streak | 317.1359 | 404.4693 | 317.1359 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639687 | -421755 | -579154 | -641166 | 375374 | -580764 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 3.12759 } }, "second_band": { "type": "pwma", "factors": { "length": 135, "offset": 63 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 3.12759 } }, "second_band": { "type": "pwma", "factors": { "length": 135, "offset": 63 } } }
# | 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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