Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601072.968 | 478400.4513 | 122672.5167 | 2137060.2702 | 1310333.1729 | 826727.0973 |
Total P&L (%) | 601.073 | 478.4005 | 122.6725 | 2137.0603 | 1310.3332 | 826.7271 |
Avg Daily Profit (%) | 0.3253 | 0.2589 | 0.0664 | 0.1683 | 0.1433 | 0.1206 |
Buy And Hold Return (%) | 85.6505 | 85.6505 | 85.6505 | 85.6505 | 85.6505 | 85.6505 |
Max Trade Drawdown | -107935 | -71194 | -145926 | -701466 | -552391 | -495079 |
Profit Factor | 1.6088 | 2.1223 | 1.2186 | 1.3575 | 1.4632 | 1.2626 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 136 | 71 | 65 | 136 | 71 | 65 |
Losing Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Profitability (%) | 58.6207 | 61.2069 | 56.0345 | 58.6207 | 61.2069 | 56.0345 |
Ratio Avg Win / Avg Loss | 1.1356 | 1.3451 | 0.9562 | 0.9583 | 0.9274 | 0.9906 |
Largest Winning Trade | 71495 | 71495 | 44792 | 535025 | 406558 | 535025 |
Largest Losing Trade | -53437 | -32769 | -53437 | -436219 | -254121 | -436219 |
Avg Bars in Trades | 45 | 35 | 55 | 45 | 35 | 55 |
Avg Bars in Winners | 44 | 28 | 61 | 44 | 28 | 61 |
Avg Bars in Losers | 47 | 46 | 48 | 47 | 46 | 48 |
Bars Traded | 10610 | 4149 | 6461 | 10610 | 4149 | 6461 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481481 | 407291 | -137127 | 319230 | -658 | -32898 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 144, "offset": 0, "multiplier": 4.88958 } }, "second_band": { "type": "tema", "factors": { "length": 208, "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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