Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -656121.5176 | -124495.5321 | -531625.9855 | -55028.2202 | 1055848.5239 | -1110876.7441 |
Total P&L (%) | -656.1215 | -124.4955 | -531.626 | -55.0282 | 1055.8485 | -1110.8767 |
Avg Daily Profit (%) | -0.4422 | -0.0839 | -0.3583 | -0.0538 | 0.1651 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -853427 | -252089 | -666182 | -1130834 | -84051 | -1477913 |
Profit Factor | 0.667 | 0.8279 | 0.5736 | 0.9811 | 2.3308 | 0.4757 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 244 | 116 | 128 | 222 | 116 | 106 |
Losing Trades | 156 | 84 | 72 | 178 | 84 | 94 |
Profitability (%) | 61 | 58 | 64 | 55.5 | 58 | 53 |
Ratio Avg Win / Avg Loss | 0.4264 | 0.5995 | 0.3226 | 0.7867 | 1.6879 | 0.4219 |
Largest Winning Trade | 24178 | 24178 | 21162 | 356562 | 218639 | 356562 |
Largest Losing Trade | -538371 | -37030 | -538371 | -1130834 | -67937 | -1130834 |
Avg Bars in Trades | 44 | 46 | 41 | 44 | 46 | 41 |
Avg Bars in Winners | 30 | 31 | 30 | 39 | 43 | 35 |
Avg Bars in Losers | 64 | 68 | 60 | 49 | 51 | 47 |
Bars Traded | 17617 | 9360 | 8257 | 17617 | 9360 | 8257 |
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 | -577261 | -579249 | -578471 | -577974 | 493433 | -579897 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 2.27238 } }, "second_band": { "type": "pwma", "factors": { "length": 128, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ -656121.5176154447, -124495.5320926003, -531625.9855228437, -55028.2202370226, 1055848.5239123339, -1110876.7441493561 ], [ -656.121518, -124.495532, -531.625986, -55.02822, 1055.848524, -1110.876744 ], [ -0.442181, -0.083901, -0.35828, -0.053842, 0.165075, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -853427, -252089, -666182, -1130834, -84051, -1477913 ], [ 0.666956, 0.82788, 0.573596, 0.981104, 2.330847, 0.475716 ], [ 400, 200, 200, 400, 200, 200 ], [ 244, 116, 128, 222, 116, 106 ], [ 156, 84, 72, 178, 84, 94 ], [ 61, 58, 64, 55.5, 58, 53 ], [ 0.426414, 0.599499, 0.322648, 0.786651, 1.687855, 0.421862 ], [ 24178, 24178, 21162, 356562, 218639, 356562 ], [ -538371, -37030, -538371, -1130834, -67937, -1130834 ], [ 44, 46, 41, 44, 46, 41 ], [ 30, 31, 30, 39, 43, 35 ], [ 64, 68, 60, 49, 51, 47 ], [ 17617, 9360, 8257, 17617, 9360, 8257 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577261, -579249, -578471, -577974, 493433, -579897 ] ] }
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{ "first_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 2.27238 } }, "second_band": { "type": "pwma", "factors": { "length": 128, "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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