Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304521.1281 | 372081.0538 | -67559.9256 | -63652.4995 | 14691.54 | -78344.0395 |
Total P&L (%) | 304.5211 | 372.0811 | -67.5599 | -63.6525 | 14.6915 | -78.344 |
Avg Daily Profit (%) | 0.1216 | 0.1485 | -0.027 | -0.0404 | 0.0055 | -0.0611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222148 | -105730 | -226566 | -181208 | -127146 | -138032 |
Profit Factor | 1.1614 | 1.4082 | 0.9308 | 0.9325 | 1.0309 | 0.8323 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Losing Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Profitability (%) | 47.99 | 48.2412 | 47.7387 | 47.99 | 48.2412 | 47.7387 |
Ratio Avg Win / Avg Loss | 1.2587 | 1.5109 | 1.0189 | 1.0106 | 1.106 | 0.9112 |
Largest Winning Trade | 126719 | 126719 | 41015 | 40819 | 40819 | 33992 |
Largest Losing Trade | -40122 | -35974 | -40122 | -30175 | -30175 | -22789 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 27 | 21 | 34 | 27 | 21 | 34 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 9706 | 4287 | 5419 | 9706 | 4287 | 5419 |
Profit Streak | 41.5787 | 49.8287 | 41.5787 | 41.5787 | 49.8287 | 41.5787 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70562 | 311805 | -577802 | -575937 | -390324 | -579468 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 158, "offset": 0, "multiplier": 2.708 } }, "second_band": { "type": "tema", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 158, "offset": 0, "multiplier": 2.708 } }, "second_band": { "type": "tema", "factors": { "length": 44, "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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