Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302478.9952 | 210717.1502 | 91761.8451 | 19066.4949 | 36118.0501 | -17051.5553 |
Total P&L (%) | 302.479 | 210.7172 | 91.7618 | 19.0665 | 36.1181 | -17.0516 |
Avg Daily Profit (%) | 0.1598 | 0.1113 | 0.0485 | 0.0092 | 0.0163 | -0.0099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84817 | -77147 | -91122 | -196833 | -177789 | -173348 |
Profit Factor | 1.4391 | 1.6166 | 1.2643 | 1.0169 | 1.0659 | 0.9708 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 45.3125 | 43.75 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 1.7369 | 2.0785 | 1.4329 | 1.2272 | 1.3705 | 1.1002 |
Largest Winning Trade | 211359 | 211359 | 54920 | 139707 | 139707 | 57281 |
Largest Losing Trade | -66410 | -43578 | -66410 | -164536 | -72358 | -164536 |
Avg Bars in Trades | 26 | 33 | 20 | 26 | 33 | 20 |
Avg Bars in Winners | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Losers | 21 | 30 | 13 | 21 | 30 | 13 |
Bars Traded | 3431 | 2143 | 1288 | 3431 | 2143 | 1288 |
Profit Streak | 78.7711 | 84.2711 | 78.7711 | 78.7711 | 84.2711 | 78.7711 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326898 | -182619 | -267851 | -390241 | -462963 | -718671 |
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{ "first_band": { "type": "tema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 2.62132 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 2.62132 } } }
# | 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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