Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121114.8478 | 31937.1274 | 89177.7204 | 104093.7512 | 10615.6582 | 93478.093 |
Total P&L (%) | 121.1148 | 31.9371 | 89.1777 | 104.0938 | 10.6157 | 93.4781 |
Avg Daily Profit (%) | 0.4651 | 0.1226 | 0.3424 | 0.2743 | 0.0387 | 0.2538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35647 | -33836 | -30691 | -88347 | -77607 | -41110 |
Profit Factor | 1.2193 | 1.1186 | 1.3152 | 1.1222 | 1.0254 | 1.2156 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Losing Trades | 194 | 101 | 93 | 194 | 101 | 93 |
Profitability (%) | 43.7681 | 41.2791 | 46.2428 | 43.7681 | 41.2791 | 46.2428 |
Ratio Avg Win / Avg Loss | 1.5665 | 1.5912 | 1.5289 | 1.4417 | 1.4586 | 1.4131 |
Largest Winning Trade | 46451 | 46451 | 36587 | 52504 | 52504 | 47103 |
Largest Losing Trade | -18542 | -18542 | -14323 | -54225 | -54225 | -34121 |
Avg Bars in Trades | 71 | 71 | 71 | 71 | 71 | 71 |
Avg Bars in Winners | 111 | 109 | 112 | 111 | 109 | 112 |
Avg Bars in Losers | 40 | 44 | 36 | 40 | 44 | 36 |
Bars Traded | 24679 | 12243 | 12436 | 24679 | 12243 | 12436 |
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 | 308638 | -125673 | 274335 | -79900 | -484826 | 185127 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 4.31901 } }, "second_band": { "type": "tema", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 4.31901 } }, "second_band": { "type": "tema", "factors": { "length": 33, "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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