Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798123.1048 | 737239.3321 | 60883.7727 | 3398388.6032 | 9943759.9408 | -6545371.3376 |
Total P&L (%) | 798.1231 | 737.2393 | 60.8838 | 3398.3886 | 9943.7599 | -6545.3713 |
Avg Daily Profit (%) | 0.3192 | 0.2948 | 0.0243 | 0.1423 | 0.1845 | 0 |
Buy And Hold Return (%) | 700.6347 | 700.6347 | 700.6347 | 700.6347 | 700.6347 | 700.6347 |
Max Trade Drawdown | -145043 | -100879 | -127720 | -10882533 | -4762702 | -9105028 |
Profit Factor | 1.7898 | 2.5027 | 1.1171 | 1.107 | 1.6858 | 0.6207 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 162 | 82 | 80 | 162 | 82 | 80 |
Profitability (%) | 42.7562 | 42.2535 | 43.2624 | 42.7562 | 42.2535 | 43.2624 |
Ratio Avg Win / Avg Loss | 2.3963 | 3.4203 | 1.4651 | 1.4821 | 2.304 | 0.814 |
Largest Winning Trade | 306753 | 306753 | 47688 | 9921881 | 9921881 | 1107496 |
Largest Losing Trade | -36887 | -28347 | -36887 | -3911208 | -1619742 | -3911208 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 7340 | 3828 | 3512 | 7340 | 3828 | 3512 |
Profit Streak | 25.6987 | 25.6987 | 62.0321 | 25.6987 | 25.6987 | 62.0321 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110076 | -138275 | -419385 | -107017 | 314236 | -582326 |
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{ "first_band": { "type": "tema", "factors": { "length": 133, "offset": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 235, "offset": 0, "multiplier": 2.23382 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 133, "offset": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 235, "offset": 0, "multiplier": 2.23382 } } }
# | 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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