Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262166.5193 | 319101.2172 | -56934.698 | -78972.3152 | 75475.9361 | -154448.2513 |
Total P&L (%) | 262.1665 | 319.1012 | -56.9347 | -78.9723 | 75.4759 | -154.4483 |
Avg Daily Profit (%) | 0.1407 | 0.1712 | -0.0306 | -0.0836 | 0.0302 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156446 | -130359 | -148570 | -134761 | -70184 | -154700 |
Profit Factor | 1.1657 | 1.3975 | 0.9269 | 0.8995 | 1.2094 | 0.6368 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Losing Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Profitability (%) | 44.7531 | 45.0617 | 44.4444 | 44.7531 | 45.0617 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.4391 | 1.7038 | 1.1586 | 1.1104 | 1.4745 | 0.796 |
Largest Winning Trade | 169147 | 169147 | 54613 | 52834 | 52834 | 16883 |
Largest Losing Trade | -45917 | -45917 | -36937 | -35778 | -28025 | -35778 |
Avg Bars in Trades | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 5427 | 2917 | 2510 | 5427 | 2917 | 2510 |
Profit Streak | 0 | 11.5306 | 0 | 0 | 11.5306 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43519 | 304124 | -580700 | -579179 | -153756 | -582367 |
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{ "first_band": { "type": "tema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 1.13651 } } }
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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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