Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422216.1028 | 293336.5944 | 128879.5084 | -3726714.3235 | 1039808.2173 | -4766522.5408 |
Total P&L (%) | 422.2161 | 293.3366 | 128.8795 | -3726.7143 | 1039.8082 | -4766.5225 |
Avg Daily Profit (%) | 0.2639 | 0.1833 | 0.0806 | 0 | 0.1522 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252182 | -45759 | -283450 | -10037360 | -2189110 | -8392945 |
Profit Factor | 1.7173 | 3.0138 | 1.2909 | 0.7458 | 1.2787 | 0.5638 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 30 | 24 | 44 | 24 | 20 |
Losing Trades | 30 | 12 | 18 | 40 | 18 | 22 |
Profitability (%) | 64.2857 | 71.4286 | 57.1429 | 52.381 | 57.1429 | 47.619 |
Ratio Avg Win / Avg Loss | 0.954 | 1.2055 | 0.9682 | 0.678 | 0.959 | 0.6202 |
Largest Winning Trade | 78871 | 78871 | 68576 | 1157891 | 844358 | 1157891 |
Largest Losing Trade | -194647 | -45759 | -194647 | -2584506 | -605408 | -2584506 |
Avg Bars in Trades | 34 | 18 | 51 | 34 | 18 | 51 |
Avg Bars in Winners | 37 | 12 | 67 | 35 | 19 | 55 |
Avg Bars in Losers | 30 | 33 | 28 | 33 | 17 | 47 |
Bars Traded | 2925 | 779 | 2146 | 2925 | 779 | 2146 |
Profit Streak | 0 | 0 | 0 | 78.67 | 78.67 | 81.67 |
Trades During Streak | 0 | 0 | 0 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395930 | 548028 | -86075 | -578781 | 292568 | -580293 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 132, "offset": 0, "multiplier": 2.74991 } }, "second_band": { "type": "tema", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 132, "offset": 0, "multiplier": 2.74991 } }, "second_band": { "type": "tema", "factors": { "length": 198, "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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