Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860301.46 | 774624.851 | 85676.609 | 6382517.0448 | 13227609.7727 | -6845092.728 |
Total P&L (%) | 860.3015 | 774.6249 | 85.6766 | 6382.517 | 13227.6098 | -6845.0927 |
Avg Daily Profit (%) | 0.3441 | 0.3098 | 0.0343 | 0.167 | 0.1959 | 0 |
Buy And Hold Return (%) | 866.6961 | 866.6961 | 866.6961 | 866.6961 | 866.6961 | 866.6961 |
Max Trade Drawdown | -89894 | -77093 | -76219 | -10855148 | -4152109 | -7996545 |
Profit Factor | 2.0628 | 2.9838 | 1.2045 | 1.1739 | 1.824 | 0.6685 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 45.1064 | 44.0678 | 46.1538 | 45.1064 | 44.0678 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.5104 | 3.7871 | 1.4052 | 1.4286 | 2.3151 | 0.78 |
Largest Winning Trade | 339803 | 339803 | 49683 | 11881074 | 11881074 | 1868266 |
Largest Losing Trade | -35261 | -24587 | -35261 | -5748755 | -2735498 | -5748755 |
Avg Bars in Trades | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Winners | 44 | 48 | 41 | 44 | 48 | 41 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 7186 | 3837 | 3349 | 7186 | 3837 | 3349 |
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 | -153260 | -153650 | -314857 | -22163 | 320954 | -582239 |
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{ "first_band": { "type": "tema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.0729 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.0729 } } }
# | 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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