Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335910.4824 | 324279.8404 | 11630.642 | -3000880.4505 | 6884230.5515 | -9885111.002 |
Total P&L (%) | 335.9105 | 324.2798 | 11.6306 | -3000.8805 | 6884.2306 | -9885.111 |
Avg Daily Profit (%) | 0.2096 | 0.2024 | 0.0073 | 0 | 0.2653 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -394437 | -114072 | -300936 | -13868556 | -1260324 | -13636724 |
Profit Factor | 1.3142 | 1.7814 | 1.0178 | 0.8995 | 1.8786 | 0.5509 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 106 | 54 | 52 | 95 | 48 | 47 |
Losing Trades | 75 | 37 | 38 | 86 | 43 | 43 |
Profitability (%) | 58.5635 | 59.3407 | 57.7778 | 52.4862 | 52.7473 | 52.2222 |
Ratio Avg Win / Avg Loss | 0.9298 | 1.2206 | 0.7438 | 0.8143 | 1.6829 | 0.504 |
Largest Winning Trade | 61614 | 56661 | 61614 | 2130430 | 2130430 | 1644317 |
Largest Losing Trade | -225776 | -35857 | -225776 | -13465592 | -859345 | -13465592 |
Avg Bars in Trades | 16 | 11 | 21 | 16 | 11 | 21 |
Avg Bars in Winners | 17 | 10 | 24 | 16 | 12 | 21 |
Avg Bars in Losers | 15 | 13 | 17 | 16 | 11 | 22 |
Bars Traded | 3040 | 1087 | 1953 | 3040 | 1087 | 1953 |
Profit Streak | 9.9427 | 9.9427 | 74.9427 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347282 | 422994 | -498372 | -579230 | 449455 | -580525 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 225, "offset": 0, "multiplier": 1.75127 } }, "second_band": { "type": "tema", "factors": { "length": 71, "offset": 0 } } }
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# | 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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