Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009267.5425 | 800502.9927 | 208764.5498 | 13360207.8616 | 5941625.5524 | 7418582.3092 |
Total P&L (%) | 1009.2675 | 800.503 | 208.7646 | 13360.2079 | 5941.6256 | 7418.5823 |
Avg Daily Profit (%) | 0.4373 | 0.3469 | 0.0905 | 0.2127 | 0.1779 | 0.1874 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106381 | -66983 | -153347 | -10844615 | -12653729 | -6384696 |
Profit Factor | 2.0282 | 2.7376 | 1.4008 | 1.2307 | 1.1914 | 1.2763 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 55.1948 | 49.3506 | 61.039 | 55.1948 | 49.3506 | 61.039 |
Ratio Avg Win / Avg Loss | 1.6464 | 2.8096 | 0.8941 | 0.9991 | 1.2227 | 0.8147 |
Largest Winning Trade | 143605 | 143605 | 76653 | 8458084 | 8458084 | 8152958 |
Largest Losing Trade | -49204 | -32275 | -49204 | -6384696 | -5211280 | -6384696 |
Avg Bars in Trades | 57 | 35 | 79 | 57 | 35 | 79 |
Avg Bars in Winners | 77 | 40 | 107 | 77 | 40 | 107 |
Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
Bars Traded | 8880 | 2724 | 6156 | 8880 | 2724 | 6156 |
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 | 554445 | -27693 | -113406 | 274329 | -44388 | -34047 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 4.64897 } }, "second_band": { "type": "tema", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 4.64897 } }, "second_band": { "type": "tema", "factors": { "length": 73, "offset": 0 } } }
# | 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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