Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754698.8952 | 620656.5583 | 134042.3369 | 1876138.8535 | -181398.5006 | 2057537.354 |
Total P&L (%) | 754.6989 | 620.6566 | 134.0423 | 1876.1389 | -181.3985 | 2057.5374 |
Avg Daily Profit (%) | 0.3202 | 0.2633 | 0.0569 | 0.1267 | 0 | 0.1304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74124 | -96082 | -147813 | -1795387 | -1666718 | -804795 |
Profit Factor | 1.8746 | 2.362 | 1.3292 | 1.334 | 0.9525 | 2.146 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 45.9893 | 43.617 | 48.3871 | 45.9893 | 43.617 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.2015 | 3.0533 | 1.4178 | 1.5667 | 1.2313 | 2.289 |
Largest Winning Trade | 238615 | 238615 | 65191 | 1435591 | 1282833 | 1435591 |
Largest Losing Trade | -41955 | -29135 | -41955 | -1059856 | -1059856 | -402673 |
Avg Bars in Trades | 35 | 41 | 29 | 35 | 41 | 29 |
Avg Bars in Winners | 53 | 58 | 49 | 53 | 58 | 49 |
Avg Bars in Losers | 20 | 28 | 11 | 20 | 28 | 11 |
Bars Traded | 6666 | 3895 | 2771 | 6666 | 3895 | 2771 |
Profit Streak | 0 | 0 | 38.3313 | 0 | 0 | 38.3313 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433538 | 370520 | -115941 | -22673 | -581896 | -13663 |
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{ "first_band": { "type": "dema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 46, "offset": 0, "multiplier": 1.27159 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 46, "offset": 0, "multiplier": 1.27159 } } }
# | 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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