Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408351.4418 | 238803.5961 | 169547.8457 | 535151.8818 | 92372.8196 | 442779.0623 |
Total P&L (%) | 408.3514 | 238.8036 | 169.5478 | 535.1519 | 92.3728 | 442.7791 |
Avg Daily Profit (%) | 0.2418 | 0.1414 | 0.1004 | 0.1095 | 0.0387 | 0.1002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94435 | -111752 | -46036 | -604789 | -611019 | -375847 |
Profit Factor | 1.4604 | 1.45 | 1.4759 | 1.1153 | 1.0321 | 1.2512 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Profitability (%) | 43.5424 | 42.963 | 44.1176 | 43.5424 | 42.963 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.8936 | 1.925 | 1.8694 | 1.4461 | 1.3702 | 1.5849 |
Largest Winning Trade | 105848 | 105848 | 59569 | 357890 | 357890 | 238322 |
Largest Losing Trade | -41878 | -41878 | -18769 | -298563 | -298563 | -89150 |
Avg Bars in Trades | 36 | 40 | 32 | 36 | 40 | 32 |
Avg Bars in Winners | 49 | 48 | 50 | 49 | 48 | 50 |
Avg Bars in Losers | 26 | 33 | 18 | 26 | 33 | 18 |
Bars Traded | 9832 | 5401 | 4431 | 9832 | 5401 | 4431 |
Profit Streak | 0 | 34.1009 | 0 | 0 | 34.1009 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326144 | -3607 | -59172 | -141193 | -327827 | -60790 |
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{ "first_band": { "type": "tema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 2.67744 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 2.67744 } } }
# | 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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