Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305234.2096 | 225860.3317 | 79373.8779 | 87977.6424 | 103987.6854 | -16010.043 |
Total P&L (%) | 305.2342 | 225.8603 | 79.3739 | 87.9776 | 103.9877 | -16.01 |
Avg Daily Profit (%) | 0.1724 | 0.1275 | 0.0448 | 0.0356 | 0.0403 | -0.0099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91105 | -73850 | -80635 | -171774 | -152533 | -200838 |
Profit Factor | 1.394 | 1.6647 | 1.1825 | 1.0747 | 1.2021 | 0.9759 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 51.8797 | 50 | 53.7313 | 51.8797 | 50 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.293 | 1.6647 | 1.0183 | 0.9968 | 1.2021 | 0.8403 |
Largest Winning Trade | 120718 | 120718 | 66887 | 98565 | 80070 | 98565 |
Largest Losing Trade | -49761 | -28292 | -49761 | -87569 | -66183 | -87569 |
Avg Bars in Trades | 25 | 18 | 31 | 25 | 18 | 31 |
Avg Bars in Winners | 31 | 19 | 41 | 31 | 19 | 41 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 3342 | 1212 | 2130 | 3342 | 1212 | 2130 |
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 | 321002 | -143511 | -269030 | -284444 | -263540 | -696974 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 185, "offset": 0, "multiplier": 2.77954 } }, "second_band": { "type": "tema", "factors": { "length": 56, "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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