Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231600.9612 | -2989.3831 | 234590.3443 | 109825.3458 | -46037.3827 | 155862.7286 |
Total P&L (%) | 231.601 | -2.9894 | 234.5903 | 109.8253 | -46.0374 | 155.8627 |
Avg Daily Profit (%) | 0.1513 | -0.002 | 0.1533 | 0.0484 | -0.0403 | 0.0614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87679 | -77194 | -77322 | -241921 | -193413 | -209735 |
Profit Factor | 1.285 | 0.9926 | 1.5764 | 1.0563 | 0.9509 | 1.1536 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 57.5916 | 54.7368 | 60.4167 | 57.5916 | 54.7368 | 60.4167 |
Ratio Avg Win / Avg Loss | 0.9462 | 0.8208 | 1.0328 | 0.7778 | 0.7863 | 0.7558 |
Largest Winning Trade | 54574 | 31224 | 54574 | 83005 | 75665 | 83005 |
Largest Losing Trade | -32866 | -19455 | -32866 | -82808 | -51980 | -82808 |
Avg Bars in Trades | 46 | 31 | 62 | 46 | 31 | 62 |
Avg Bars in Winners | 48 | 20 | 73 | 48 | 20 | 73 |
Avg Bars in Losers | 44 | 44 | 45 | 44 | 44 | 45 |
Bars Traded | 8969 | 2946 | 6023 | 8969 | 2946 | 6023 |
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 | 270516 | -580464 | 361688 | -286529 | -580464 | -163081 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 4.77668 } }, "second_band": { "type": "tema", "factors": { "length": 172, "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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