Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478477.2413 | 494495.0467 | -16017.8054 | -40646.7845 | 211598.9676 | -252245.7522 |
Total P&L (%) | 478.4772 | 494.495 | -16.0178 | -40.6468 | 211.599 | -252.2458 |
Avg Daily Profit (%) | 0.2015 | 0.2082 | -0.0067 | -0.022 | 0.0479 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184927 | -145980 | -234577 | -432419 | -387179 | -425994 |
Profit Factor | 1.1761 | 1.3751 | 0.9886 | 0.9926 | 1.0783 | 0.9095 |
Total Trades | 628 | 314 | 314 | 628 | 314 | 314 |
Winning Trades | 294 | 142 | 152 | 294 | 142 | 152 |
Losing Trades | 334 | 172 | 162 | 334 | 172 | 162 |
Profitability (%) | 46.8153 | 45.2229 | 48.4076 | 46.8153 | 45.2229 | 48.4076 |
Ratio Avg Win / Avg Loss | 1.3361 | 1.6656 | 1.0536 | 1.1276 | 1.3061 | 0.9693 |
Largest Winning Trade | 70315 | 70315 | 60746 | 201371 | 201371 | 177403 |
Largest Losing Trade | -42359 | -28099 | -42359 | -196333 | -76923 | -196333 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 25 | 18 | 31 | 25 | 18 | 31 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 14059 | 6149 | 7910 | 14059 | 6149 | 7910 |
Profit Streak | 0 | 0 | 6.873 | 0 | 0 | 6.873 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16886 | 318668 | -577680 | -576791 | -263917 | -579347 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 153, "offset": 0, "multiplier": 2.74066 } }, "second_band": { "type": "tema", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 153, "offset": 0, "multiplier": 2.74066 } }, "second_band": { "type": "tema", "factors": { "length": 59, "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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