Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632058.5324 | 555167.7614 | 76890.771 | 1181299.4898 | 738963.2225 | 442336.2673 |
Total P&L (%) | 632.0585 | 555.1678 | 76.8908 | 1181.2995 | 738.9632 | 442.3363 |
Avg Daily Profit (%) | 0.3197 | 0.2808 | 0.0389 | 0.1291 | 0.1076 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99452 | -95434 | -158439 | -1342411 | -2020451 | -794882 |
Profit Factor | 2.0881 | 3.1429 | 1.2389 | 1.2103 | 1.2302 | 1.1838 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 47.2222 | 52.7778 | 41.6667 | 47.2222 | 52.7778 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.3337 | 2.8121 | 1.7345 | 1.3527 | 1.1007 | 1.6574 |
Largest Winning Trade | 178055 | 178055 | 75095 | 1114057 | 1114057 | 844129 |
Largest Losing Trade | -62279 | -62279 | -36090 | -1342411 | -1342411 | -483143 |
Avg Bars in Trades | 75 | 54 | 96 | 75 | 54 | 96 |
Avg Bars in Winners | 109 | 67 | 163 | 109 | 67 | 163 |
Avg Bars in Losers | 45 | 41 | 49 | 45 | 41 | 49 |
Bars Traded | 5458 | 1970 | 3488 | 5458 | 1970 | 3488 |
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 | -71826 | 543323 | -143370 | -105591 | -48847 | -99187 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 130, "offset": 120, "multiplier": 4.74571 } }, "second_band": { "type": "tema", "factors": { "length": 39, "offset": 0 } } }
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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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