Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1755006.2251 | 1704995.0691 | 50011.156 | 2480257.7958 | 1185137.4073 | 1295120.3885 |
Total P&L (%) | 1755.0062 | 1704.9951 | 50.0112 | 2480.2578 | 1185.1374 | 1295.1204 |
Avg Daily Profit (%) | 0.744 | 0.7228 | 0.0212 | 0.1379 | 0.1083 | 0.1118 |
Buy And Hold Return (%) | 449.5627 | 449.5627 | 449.5627 | 449.5627 | 449.5627 | 449.5627 |
Max Trade Drawdown | -132674 | -140209 | -63639 | -3387410 | -2912100 | -1017315 |
Profit Factor | 3.7282 | 6.072 | 1.1628 | 1.2393 | 1.2118 | 1.2715 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 36.6667 | 33.3333 | 40 | 36.6667 | 33.3333 | 40 |
Ratio Avg Win / Avg Loss | 6.4397 | 12.1441 | 1.7443 | 2.1406 | 2.4236 | 1.9072 |
Largest Winning Trade | 1382741 | 1382741 | 64030 | 2693199 | 2693199 | 1766050 |
Largest Losing Trade | -43684 | -24448 | -43684 | -903865 | -811686 | -903865 |
Avg Bars in Trades | 113 | 109 | 117 | 113 | 109 | 117 |
Avg Bars in Winners | 198 | 198 | 198 | 198 | 198 | 198 |
Avg Bars in Losers | 64 | 65 | 64 | 64 | 65 | 64 |
Bars Traded | 13648 | 6578 | 7070 | 13648 | 6578 | 7070 |
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 | 445511 | -157311 | -543957 | -13561 | -226695 | -218874 |
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{ "first_band": { "type": "tema", "factors": { "length": 147, "offset": 209 } }, "second_band": { "type": "supertrend", "factors": { "length": 166, "offset": 0, "multiplier": 1.75552 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 147, "offset": 209 } }, "second_band": { "type": "supertrend", "factors": { "length": 166, "offset": 0, "multiplier": 1.75552 } } }
# | 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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