Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752754.2533 | 819608.3688 | -66854.1155 | -25496.5211 | 236066.3418 | -261562.8629 |
Total P&L (%) | 752.7543 | 819.6084 | -66.8541 | -25.4965 | 236.0663 | -261.5629 |
Avg Daily Profit (%) | 0.3613 | 0.3934 | -0.0321 | -0.0141 | 0.0582 | 0 |
Buy And Hold Return (%) | 134.9066 | 134.9066 | 134.9066 | 134.9066 | 134.9066 | 134.9066 |
Max Trade Drawdown | -108092 | -77572 | -175868 | -434031 | -261037 | -311352 |
Profit Factor | 1.5721 | 2.3653 | 0.9066 | 0.9881 | 1.2326 | 0.7685 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Losing Trades | 202 | 100 | 102 | 202 | 100 | 102 |
Profitability (%) | 40.9357 | 41.5205 | 40.3509 | 40.9357 | 41.5205 | 40.3509 |
Ratio Avg Win / Avg Loss | 2.2682 | 3.3314 | 1.3401 | 1.4257 | 1.7361 | 1.1361 |
Largest Winning Trade | 747593 | 747593 | 49439 | 368258 | 368258 | 124275 |
Largest Losing Trade | -55850 | -20904 | -55850 | -68458 | -68458 | -66774 |
Avg Bars in Trades | 72 | 61 | 83 | 72 | 61 | 83 |
Avg Bars in Winners | 115 | 88 | 143 | 115 | 88 | 143 |
Avg Bars in Losers | 42 | 41 | 42 | 42 | 41 | 42 |
Bars Traded | 24747 | 10432 | 14315 | 24747 | 10432 | 14315 |
Profit Streak | 1.8586 | 1.8586 | 9.8586 | 1.8586 | 1.8586 | 9.8586 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281972 | 303160 | -581418 | -582606 | -128138 | -581418 |
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{ "first_band": { "type": "dcm", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.12018 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.12018 } } }
# | 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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