Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513862.524 | 480199.1038 | 33663.4202 | 58554.5665 | 216125.5207 | -157570.9542 |
Total P&L (%) | 513.8625 | 480.1991 | 33.6634 | 58.5546 | 216.1255 | -157.571 |
Avg Daily Profit (%) | 0.2741 | 0.2561 | 0.018 | 0.0246 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147215 | -137962 | -65768 | -866322 | -740606 | -641329 |
Profit Factor | 1.7853 | 2.2989 | 1.1183 | 1.0193 | 1.1326 | 0.8884 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 40.5405 | 39.2857 | 41.8182 | 40.5405 | 39.2857 | 41.8182 |
Ratio Avg Win / Avg Loss | 2.6184 | 3.5529 | 1.5558 | 1.4949 | 1.7504 | 1.236 |
Largest Winning Trade | 458539 | 458539 | 37751 | 695961 | 695961 | 169336 |
Largest Losing Trade | -44797 | -43288 | -44797 | -440879 | -348663 | -440879 |
Avg Bars in Trades | 48 | 63 | 32 | 48 | 63 | 32 |
Avg Bars in Winners | 54 | 63 | 46 | 54 | 63 | 46 |
Avg Bars in Losers | 43 | 63 | 22 | 43 | 63 | 22 |
Bars Traded | 5332 | 3535 | 1797 | 5332 | 3535 | 1797 |
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 | 312225 | -171744 | -444228 | -363520 | -368715 | -762348 |
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{ "first_band": { "type": "dema", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 3.42599 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 3.42599 } } }
# | 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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