Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2565333.9594 | 140056.0917 | -2705390.0512 | -1797235.4221 | 407083097.2486 | -408880332.6707 |
Total P&L (%) | -2565.334 | 140.0561 | -2705.3901 | -1797.2354 | 407083.0972 | -408880.3327 |
Avg Daily Profit (%) | -1.2555 | 0.0685 | -1.324 | 0 | 0.4076 | 0 |
Buy And Hold Return (%) | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 |
Max Trade Drawdown | -2766169 | -111181 | -2830726 | -639505031 | -114142388 | -609991061 |
Profit Factor | 0.2833 | 1.3423 | 0.1466 | 0.998 | 2.8339 | 0.3813 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 54 | 24 | 30 | 46 | 22 | 24 |
Losing Trades | 35 | 20 | 15 | 43 | 22 | 21 |
Profitability (%) | 60.6742 | 54.5455 | 66.6667 | 51.6854 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.1836 | 1.1186 | 0.0733 | 0.9329 | 2.8339 | 0.3337 |
Largest Winning Trade | 120681 | 120681 | 40606 | 341943020 | 341943020 | 117654700 |
Largest Losing Trade | -1548469 | -78833 | -1548469 | -437069138 | -58390749 | -437069138 |
Avg Bars in Trades | 66 | 67 | 65 | 66 | 67 | 65 |
Avg Bars in Winners | 33 | 33 | 32 | 71 | 79 | 63 |
Avg Bars in Losers | 117 | 107 | 130 | 61 | 55 | 68 |
Bars Traded | 5905 | 2954 | 2951 | 5905 | 2954 | 2951 |
Profit Streak | 291.1969 | 0 | 296.8635 | 0 | 324.8635 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578568 | -266203 | -577963 | -580321 | 571226 | -580279 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.64005 } }, "second_band": { "type": "sinwma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.64005 } }, "second_band": { "type": "sinwma", "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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