Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393472.5848 | 347998.1731 | 45474.4117 | 70781.9255 | 622188.4463 | -551406.5208 |
Total P&L (%) | 393.4726 | 347.9982 | 45.4744 | 70.7819 | 622.1884 | -551.4065 |
Avg Daily Profit (%) | 0.1681 | 0.1487 | 0.0194 | 0.0229 | 0.0845 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170489 | -87960 | -143848 | -1238663 | -563980 | -1006654 |
Profit Factor | 1.2615 | 1.5105 | 1.0553 | 1.0098 | 1.2042 | 0.869 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 193 | 98 | 95 | 193 | 98 | 95 |
Losing Trades | 160 | 79 | 81 | 160 | 79 | 81 |
Profitability (%) | 54.6742 | 55.3672 | 53.9773 | 54.6742 | 55.3672 | 53.9773 |
Ratio Avg Win / Avg Loss | 1.0458 | 1.2177 | 0.8997 | 0.8371 | 0.9707 | 0.741 |
Largest Winning Trade | 81432 | 81432 | 55316 | 365689 | 365689 | 199987 |
Largest Losing Trade | -54747 | -31442 | -54747 | -644120 | -253316 | -644120 |
Avg Bars in Trades | 26 | 21 | 30 | 26 | 21 | 30 |
Avg Bars in Winners | 26 | 20 | 33 | 26 | 20 | 33 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 9190 | 3789 | 5401 | 9190 | 3789 | 5401 |
Profit Streak | 12.449 | 12.449 | 15.199 | 12.449 | 12.449 | 15.199 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396361 | 315804 | -328587 | -369964 | -79916 | -579311 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 2.9234 } }, "second_band": { "type": "tema", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 2.9234 } }, "second_band": { "type": "tema", "factors": { "length": 155, "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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