Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424651.6579 | 415087.3037 | 9564.3542 | -57858.5866 | -4568.829 | -53289.7576 |
Total P&L (%) | 424.6517 | 415.0873 | 9.5644 | -57.8586 | -4.5688 | -53.2898 |
Avg Daily Profit (%) | 0.1806 | 0.1766 | 0.0041 | -0.0368 | -0.002 | -0.0324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131192 | -114406 | -210181 | -174396 | -118691 | -211406 |
Profit Factor | 1.4066 | 1.8013 | 1.0182 | 0.9389 | 0.9907 | 0.8838 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.5629 | 2.0015 | 1.1313 | 1.0433 | 1.1007 | 0.982 |
Largest Winning Trade | 220910 | 220910 | 68887 | 59374 | 59374 | 49985 |
Largest Losing Trade | -79956 | -41121 | -79956 | -140549 | -58076 | -140549 |
Avg Bars in Trades | 91 | 72 | 109 | 91 | 72 | 109 |
Avg Bars in Winners | 124 | 85 | 163 | 124 | 85 | 163 |
Avg Bars in Losers | 61 | 60 | 61 | 61 | 60 | 61 |
Bars Traded | 13833 | 5488 | 8346 | 13833 | 5488 | 8346 |
Profit Streak | 24.5419 | 26.2086 | 24.5419 | 24.5419 | 26.2086 | 24.5419 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363692 | -39102 | -603637 | -578310 | -629051 | -630715 |
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{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 4.32772 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 4.32772 } } }
# | 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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