Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437454.3745 | 296744.8483 | 140709.5262 | 1293502.8349 | 114377.6395 | 1179125.1954 |
Total P&L (%) | 437.4544 | 296.7448 | 140.7095 | 1293.5028 | 114.3776 | 1179.1252 |
Avg Daily Profit (%) | 0.3506 | 0.2378 | 0.1128 | 0.2114 | 0.0611 | 0.2045 |
Buy And Hold Return (%) | 39.3529 | 39.3529 | 39.3529 | 39.3529 | 39.3529 | 39.3529 |
Max Trade Drawdown | -68301 | -59828 | -41095 | -1265983 | -1433773 | -573752 |
Profit Factor | 1.8127 | 1.9485 | 1.6243 | 1.1881 | 1.0267 | 1.4554 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 53.6585 | 56.4516 | 50.8197 | 53.6585 | 56.4516 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.5655 | 1.5031 | 1.5719 | 1.0261 | 0.792 | 1.4085 |
Largest Winning Trade | 128765 | 128765 | 25696 | 464216 | 464216 | 454330 |
Largest Losing Trade | -35049 | -35049 | -26818 | -599247 | -599247 | -400260 |
Avg Bars in Trades | 28 | 39 | 16 | 28 | 39 | 16 |
Avg Bars in Winners | 39 | 53 | 23 | 39 | 53 | 23 |
Avg Bars in Losers | 15 | 21 | 10 | 15 | 21 | 10 |
Bars Traded | 3491 | 2476 | 1015 | 3491 | 2476 | 1015 |
Profit Streak | 0 | 0 | 59.1306 | 0 | 0 | 59.1306 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483318 | -141698 | -201861 | -4391 | -460674 | -150791 |
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{ "first_band": { "type": "tema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 3.2549 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 3.2549 } } }
# | 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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