Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582575.4259 | 454409.8563 | 128165.5697 | 529233.9006 | 497997.124 | 31236.7766 |
Total P&L (%) | 582.5754 | 454.4099 | 128.1656 | 529.2339 | 497.9971 | 31.2368 |
Avg Daily Profit (%) | 0.2536 | 0.1978 | 0.0558 | 0.0801 | 0.0779 | 0.0118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141345 | -156908 | -104226 | -380954 | -242937 | -211260 |
Profit Factor | 1.7457 | 2.1122 | 1.3439 | 1.378 | 1.6719 | 1.0474 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 47.4576 | 46.0674 | 48.8636 | 47.4576 | 46.0674 | 48.8636 |
Ratio Avg Win / Avg Loss | 1.9328 | 2.4729 | 1.4064 | 1.5257 | 1.9573 | 1.0961 |
Largest Winning Trade | 259928 | 259928 | 50594 | 391935 | 391935 | 72964 |
Largest Losing Trade | -43663 | -43663 | -28270 | -182544 | -182544 | -143349 |
Avg Bars in Trades | 74 | 68 | 81 | 74 | 68 | 81 |
Avg Bars in Winners | 112 | 99 | 125 | 112 | 99 | 125 |
Avg Bars in Losers | 41 | 42 | 39 | 41 | 42 | 39 |
Bars Traded | 13274 | 6121 | 7153 | 13274 | 6121 | 7153 |
Profit Streak | 48.0077 | 48.0077 | 167.1744 | 48.0077 | 48.0077 | 167.1744 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458399 | 372054 | -117430 | -82972 | -87063 | -347776 |
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{ "first_band": { "type": "tema", "factors": { "length": 86, "offset": 199 } }, "second_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 1.67454 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 86, "offset": 199 } }, "second_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 1.67454 } } }
# | 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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