Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491328.2797 | 443503.3608 | 47824.919 | 79944.5656 | 159010.6785 | -79066.113 |
Total P&L (%) | 491.3283 | 443.5034 | 47.8249 | 79.9446 | 159.0107 | -79.0661 |
Avg Daily Profit (%) | 0.2627 | 0.2372 | 0.0256 | 0.0314 | 0.0509 | -0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152683 | -106111 | -133375 | -307451 | -215907 | -285208 |
Profit Factor | 1.4753 | 2.0802 | 1.0767 | 1.058 | 1.2862 | 0.9039 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 57.037 | 58.209 | 55.8824 | 57.037 | 58.209 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.1113 | 1.4934 | 0.8501 | 0.7969 | 0.9234 | 0.7136 |
Largest Winning Trade | 75938 | 74916 | 75938 | 136219 | 89623 | 136219 |
Largest Losing Trade | -69047 | -36472 | -69047 | -181779 | -76776 | -181779 |
Avg Bars in Trades | 39 | 26 | 53 | 39 | 26 | 53 |
Avg Bars in Winners | 42 | 22 | 62 | 42 | 22 | 62 |
Avg Bars in Losers | 37 | 31 | 42 | 37 | 31 | 42 |
Bars Traded | 5393 | 1748 | 3645 | 5393 | 1748 | 3645 |
Profit Streak | 51.6443 | 0 | 61.9777 | 51.6443 | 0 | 61.9777 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401256 | -104555 | -405864 | -307457 | -241937 | -688636 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 220, "offset": 0, "multiplier": 3.80869 } }, "second_band": { "type": "tema", "factors": { "length": 143, "offset": 0 } } }
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# | 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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