Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819932.3596 | 866272.9965 | -46340.6369 | 33211.9102 | 845518.7485 | -812306.8383 |
Total P&L (%) | 819.9324 | 866.273 | -46.3406 | 33.2119 | 845.5187 | -812.3068 |
Avg Daily Profit (%) | 0.3706 | 0.3916 | -0.0209 | 0.013 | 0.1016 | 0 |
Buy And Hold Return (%) | 190.2616 | 190.2616 | 190.2616 | 190.2616 | 190.2616 | 190.2616 |
Max Trade Drawdown | -110755 | -83939 | -121936 | -1094485 | -445409 | -876347 |
Profit Factor | 2.16 | 3.7092 | 0.8803 | 1.0085 | 1.5051 | 0.6354 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 41.1765 | 47.619 | 34.8837 | 41.1765 | 47.619 | 34.8837 |
Ratio Avg Win / Avg Loss | 3.0857 | 4.0801 | 1.6432 | 1.4407 | 1.6556 | 1.1861 |
Largest Winning Trade | 781582 | 781582 | 47738 | 1082503 | 1082503 | 300416 |
Largest Losing Trade | -48266 | -46258 | -48266 | -530489 | -414402 | -530489 |
Avg Bars in Trades | 74 | 63 | 86 | 74 | 63 | 86 |
Avg Bars in Winners | 107 | 78 | 145 | 107 | 78 | 145 |
Avg Bars in Losers | 52 | 49 | 54 | 52 | 49 | 54 |
Bars Traded | 6355 | 2653 | 3701 | 6355 | 2653 | 3701 |
Profit Streak | 17.4062 | 0 | 48.0729 | 17.4062 | 0 | 48.0729 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324785 | 500767 | -583266 | -555100 | -57186 | -584377 |
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{ "first_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 3.08218 } } }
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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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