Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407728.8285 | 318536.1001 | 89192.7284 | 305138.439 | 723071.8951 | -417933.4561 |
Total P&L (%) | 407.7288 | 318.5361 | 89.1927 | 305.1384 | 723.0719 | -417.9335 |
Avg Daily Profit (%) | 0.2558 | 0.1998 | 0.0559 | 0.0878 | 0.1323 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116378 | -89321 | -112054 | -1576493 | -833144 | -1522136 |
Profit Factor | 1.5213 | 1.8289 | 1.2242 | 1.0461 | 1.2319 | 0.8806 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 55.3459 | 50.6329 | 60 | 55.3459 | 50.6329 | 60 |
Ratio Avg Win / Avg Loss | 1.2274 | 1.7832 | 0.8161 | 0.844 | 1.2011 | 0.587 |
Largest Winning Trade | 124456 | 124456 | 54341 | 868479 | 868479 | 354469 |
Largest Losing Trade | -41239 | -28842 | -41239 | -449796 | -300923 | -449796 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 32 | 34 | 30 | 32 | 34 | 30 |
Bars Traded | 6166 | 2967 | 3199 | 6166 | 2967 | 3199 |
Profit Streak | 9.1551 | 0 | 34.4051 | 9.1551 | 0 | 34.4051 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422176 | -15786 | -137147 | -245020 | -43191 | -597669 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 3.9799 } }, "second_band": { "type": "tema", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 3.9799 } }, "second_band": { "type": "tema", "factors": { "length": 187, "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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