Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465809.885 | 363017.4562 | 102792.4288 | 682107.8829 | 581667.8097 | 100440.0733 |
Total P&L (%) | 465.8099 | 363.0175 | 102.7924 | 682.1079 | 581.6678 | 100.4401 |
Avg Daily Profit (%) | 0.3299 | 0.2571 | 0.0728 | 0.1458 | 0.136 | 0.0493 |
Buy And Hold Return (%) | 18.4562 | 18.4562 | 18.4562 | 18.4562 | 18.4562 | 18.4562 |
Max Trade Drawdown | -124293 | -107849 | -128313 | -355017 | -124898 | -275196 |
Profit Factor | 1.6886 | 2.0542 | 1.3095 | 1.5294 | 2.002 | 1.1419 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 56.5217 | 57.8947 | 55.1724 | 56.5217 | 57.8947 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.2989 | 1.494 | 1.064 | 1.1765 | 1.456 | 0.9278 |
Largest Winning Trade | 135743 | 135743 | 41211 | 384586 | 384586 | 151900 |
Largest Losing Trade | -57529 | -34856 | -57529 | -252387 | -109408 | -252387 |
Avg Bars in Trades | 34 | 42 | 26 | 34 | 42 | 26 |
Avg Bars in Winners | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Losers | 30 | 49 | 14 | 30 | 49 | 14 |
Bars Traded | 3955 | 2424 | 1531 | 3955 | 2424 | 1531 |
Profit Streak | 488.1923 | 0 | 560.5256 | 488.1923 | 0 | 560.5256 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451967 | -168129 | -274325 | 187035 | -187362 | -372059 |
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{ "first_band": { "type": "tema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 2.89492 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 2.89492 } } }
# | 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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