Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837323.8548 | 691670.0122 | 145653.8426 | 3910523.5759 | 2743599.5834 | 1166923.9925 |
Total P&L (%) | 837.3239 | 691.67 | 145.6538 | 3910.5236 | 2743.5996 | 1166.924 |
Avg Daily Profit (%) | 0.4566 | 0.3771 | 0.0794 | 0.2015 | 0.1827 | 0.1385 |
Buy And Hold Return (%) | 135.4046 | 135.4046 | 135.4046 | 135.4046 | 135.4046 | 135.4046 |
Max Trade Drawdown | -107741 | -95451 | -39280 | -3300946 | -2759711 | -1643740 |
Profit Factor | 2.4871 | 3.089 | 1.6279 | 1.257 | 1.2841 | 1.2098 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 58.5859 | 62 | 55.102 | 58.5859 | 62 | 55.102 |
Ratio Avg Win / Avg Loss | 1.7581 | 1.8933 | 1.3264 | 0.8886 | 0.7871 | 0.9858 |
Largest Winning Trade | 410527 | 410527 | 47142 | 1339665 | 1190431 | 1339665 |
Largest Losing Trade | -71681 | -71681 | -33400 | -1790781 | -1790781 | -975974 |
Avg Bars in Trades | 34 | 41 | 26 | 34 | 41 | 26 |
Avg Bars in Winners | 43 | 47 | 37 | 43 | 47 | 37 |
Avg Bars in Losers | 21 | 31 | 13 | 21 | 31 | 13 |
Bars Traded | 3397 | 2088 | 1309 | 3397 | 2088 | 1309 |
Profit Streak | 0 | 0 | 45.6326 | 0 | 0 | 45.6326 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568918 | -164307 | -225579 | 272929 | -172289 | -8203 |
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{ "first_band": { "type": "tema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.59994 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.59994 } } }
# | 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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