Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686979.0611 | 555012.5599 | 131966.5013 | 1430006.7388 | 531061.0908 | 898945.648 |
Total P&L (%) | 686.9791 | 555.0126 | 131.9665 | 1430.0067 | 531.0611 | 898.9456 |
Avg Daily Profit (%) | 0.2918 | 0.2357 | 0.056 | 0.1159 | 0.0783 | 0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135328 | -85769 | -226606 | -1674094 | -1061560 | -612534 |
Profit Factor | 1.5789 | 2.0524 | 1.2002 | 1.2784 | 1.2079 | 1.3482 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 50.9346 | 52.3364 | 49.5327 | 50.9346 | 52.3364 | 49.5327 |
Ratio Avg Win / Avg Loss | 1.521 | 1.8692 | 1.2228 | 1.2315 | 1.1001 | 1.3736 |
Largest Winning Trade | 104262 | 104262 | 68280 | 817381 | 441315 | 817381 |
Largest Losing Trade | -49106 | -31966 | -49106 | -441518 | -441518 | -346570 |
Avg Bars in Trades | 32 | 23 | 40 | 32 | 23 | 40 |
Avg Bars in Winners | 39 | 22 | 57 | 39 | 22 | 57 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 6905 | 2532 | 4374 | 6905 | 2532 | 4374 |
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 | 466660 | 452004 | -119056 | -36641 | -88199 | -62074 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 3.0975 } }, "second_band": { "type": "tema", "factors": { "length": 58, "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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