Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498269.825 | 284633.9621 | 213635.8629 | 2989972.0654 | 1828717.2416 | 1161254.8238 |
Total P&L (%) | 498.2698 | 284.634 | 213.6359 | 2989.9721 | 1828.7172 | 1161.2548 |
Avg Daily Profit (%) | 0.3649 | 0.2085 | 0.1565 | 0.2516 | 0.217 | 0.1858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104167 | -51043 | -59011 | -1971176 | -868688 | -1392033 |
Profit Factor | 1.7433 | 1.8456 | 1.6401 | 1.4736 | 1.6266 | 1.3421 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 60.3261 | 60.8696 | 59.7826 | 60.3261 | 60.8696 | 59.7826 |
Ratio Avg Win / Avg Loss | 1.1465 | 1.1864 | 1.1033 | 0.9691 | 1.0457 | 0.9028 |
Largest Winning Trade | 75232 | 75232 | 41011 | 442992 | 442992 | 436502 |
Largest Losing Trade | -24382 | -24382 | -22646 | -705868 | -446453 | -705868 |
Avg Bars in Trades | 21 | 15 | 27 | 21 | 15 | 27 |
Avg Bars in Winners | 23 | 14 | 32 | 23 | 14 | 32 |
Avg Bars in Losers | 18 | 16 | 19 | 18 | 16 | 19 |
Bars Traded | 3955 | 1432 | 2523 | 3955 | 1432 | 2523 |
Profit Streak | 0 | 0 | 19.6803 | 0 | 0 | 19.6803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496960 | 412665 | 397362 | 379320 | 415076 | 301857 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 88, "offset": 11, "multiplier": 3.00149 } }, "second_band": { "type": "tema", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 88, "offset": 11, "multiplier": 3.00149 } }, "second_band": { "type": "tema", "factors": { "length": 71, "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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