Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467714.8511 | 439894.0163 | 27820.8348 | 89499.5294 | 523165.8372 | -433666.3078 |
Total P&L (%) | 467.7149 | 439.894 | 27.8208 | 89.4995 | 523.1658 | -433.6663 |
Avg Daily Profit (%) | 0.2498 | 0.235 | 0.0149 | 0.0342 | 0.0978 | 0 |
Buy And Hold Return (%) | 22.5744 | 22.5744 | 22.5744 | 22.5744 | 22.5744 | 22.5744 |
Max Trade Drawdown | -158555 | -133806 | -114408 | -749652 | -371425 | -565480 |
Profit Factor | 1.7034 | 2.3477 | 1.0822 | 1.0415 | 1.5261 | 0.6272 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 42.1053 | 41.6667 | 42.5532 | 42.1053 | 41.6667 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.3422 | 3.2868 | 1.461 | 1.432 | 2.1365 | 0.8467 |
Largest Winning Trade | 260389 | 260389 | 38956 | 339812 | 339812 | 92918 |
Largest Losing Trade | -71105 | -31625 | -71105 | -365918 | -201097 | -365918 |
Avg Bars in Trades | 73 | 59 | 87 | 73 | 59 | 87 |
Avg Bars in Winners | 109 | 83 | 135 | 109 | 83 | 135 |
Avg Bars in Losers | 47 | 42 | 52 | 47 | 42 | 52 |
Bars Traded | 6980 | 2857 | 4123 | 6980 | 2857 | 4123 |
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 | 304492 | 332614 | -399395 | -327240 | -62585 | -583592 |
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{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 2.99029 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 2.99029 } } }
# | 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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