Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468589.7652 | 351517.2283 | 117072.5369 | 86525.0164 | 481261.2971 | -394736.2807 |
Total P&L (%) | 468.5898 | 351.5172 | 117.0725 | 86.525 | 481.2613 | -394.7363 |
Avg Daily Profit (%) | 0.2131 | 0.1598 | 0.0532 | 0.0284 | 0.0801 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153027 | -55012 | -159731 | -1153121 | -199347 | -1190114 |
Profit Factor | 1.4219 | 1.7146 | 1.1892 | 1.0296 | 1.5054 | 0.7993 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Losing Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Profitability (%) | 58.0247 | 59.8361 | 56.1983 | 58.0247 | 59.8361 | 56.1983 |
Ratio Avg Win / Avg Loss | 1.0286 | 1.1509 | 0.9269 | 0.7449 | 1.0105 | 0.623 |
Largest Winning Trade | 80376 | 80376 | 43133 | 191004 | 191004 | 147799 |
Largest Losing Trade | -88130 | -48145 | -88130 | -1021531 | -103395 | -1021531 |
Avg Bars in Trades | 35 | 27 | 42 | 35 | 27 | 42 |
Avg Bars in Winners | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Losers | 40 | 32 | 48 | 40 | 32 | 48 |
Bars Traded | 8511 | 3327 | 5184 | 8511 | 3327 | 5184 |
Profit Streak | 9.4692 | 9.4692 | 18.2192 | 9.4692 | 9.4692 | 18.2192 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431376 | 410568 | -134800 | -341169 | -82730 | -579643 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 3.24746 } }, "second_band": { "type": "tema", "factors": { "length": 223, "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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