Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055243.2595 | 885440.2947 | 169802.9648 | 23038757.7334 | 15900918.8438 | 7137838.8895 |
Total P&L (%) | 1055.2433 | 885.4403 | 169.803 | 23038.7577 | 15900.9188 | 7137.8389 |
Avg Daily Profit (%) | 0.5785 | 0.4854 | 0.0931 | 0.2989 | 0.2786 | 0.235 |
Buy And Hold Return (%) | 703.4357 | 703.4357 | 703.4357 | 703.4357 | 703.4357 | 703.4357 |
Max Trade Drawdown | -87063 | -59481 | -69114 | -15929850 | -13156104 | -10716210 |
Profit Factor | 2.264 | 3.1256 | 1.4059 | 1.2412 | 1.3421 | 1.1456 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 47.7551 | 45.9016 | 49.5935 | 47.7551 | 45.9016 | 49.5935 |
Ratio Avg Win / Avg Loss | 2.4768 | 3.6838 | 1.429 | 1.3579 | 1.5818 | 1.1644 |
Largest Winning Trade | 253864 | 253864 | 55406 | 9792075 | 9792075 | 6582415 |
Largest Losing Trade | -32599 | -23443 | -32599 | -5541224 | -4556149 | -5541224 |
Avg Bars in Trades | 87 | 88 | 85 | 87 | 88 | 85 |
Avg Bars in Winners | 121 | 126 | 116 | 121 | 126 | 116 |
Avg Bars in Losers | 55 | 56 | 55 | 55 | 56 | 55 |
Bars Traded | 21371 | 10855 | 10516 | 21371 | 10855 | 10516 |
Profit Streak | 24.4663 | 24.4663 | 29.2996 | 24.4663 | 24.4663 | 29.2996 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263334 | -69628 | -232664 | 380217 | 337167 | -50982 |
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{ "first_band": { "type": "tema", "factors": { "length": 156, "offset": 124 } }, "second_band": { "type": "supertrend", "factors": { "length": 235, "offset": 0, "multiplier": 2.91231 } } }
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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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