Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233146.6858 | 336060.9113 | -102914.2256 | -83342.678 | 169178.6304 | -252521.3083 |
Total P&L (%) | 233.1467 | 336.0609 | -102.9142 | -83.3427 | 169.1786 | -252.5213 |
Avg Daily Profit (%) | 0.1119 | 0.1613 | -0.0494 | -0.086 | 0.0475 | 0 |
Buy And Hold Return (%) | 53.2609 | 53.2609 | 53.2609 | 53.2609 | 53.2609 | 53.2609 |
Max Trade Drawdown | -258205 | -176087 | -233090 | -365905 | -262772 | -328861 |
Profit Factor | 1.0968 | 1.297 | 0.9193 | 0.9693 | 1.1325 | 0.8239 |
Total Trades | 821 | 410 | 411 | 821 | 410 | 411 |
Winning Trades | 368 | 193 | 175 | 368 | 193 | 175 |
Losing Trades | 453 | 217 | 236 | 453 | 217 | 236 |
Profitability (%) | 44.8234 | 47.0732 | 42.5791 | 44.8234 | 47.0732 | 42.5791 |
Ratio Avg Win / Avg Loss | 1.3502 | 1.4583 | 1.2398 | 1.1931 | 1.2733 | 1.1111 |
Largest Winning Trade | 196784 | 196784 | 40120 | 172639 | 172639 | 82298 |
Largest Losing Trade | -47316 | -37432 | -47316 | -135318 | -96552 | -135318 |
Avg Bars in Trades | 30 | 32 | 27 | 30 | 32 | 27 |
Avg Bars in Winners | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Losers | 23 | 26 | 21 | 23 | 26 | 21 |
Bars Traded | 24710 | 13237 | 11473 | 24710 | 13237 | 11473 |
Profit Streak | 0 | 14.8022 | 0 | 0 | 14.8022 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157197 | 303057 | -580126 | -576836 | -205636 | -580126 |
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{ "first_band": { "type": "tema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 2.82528 } } }
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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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