Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700451.0705 | 470822.895 | 229628.1756 | 2363529.0989 | 911444.4561 | 1452084.6427 |
Total P&L (%) | 700.4511 | 470.8229 | 229.6282 | 2363.5291 | 911.4445 | 1452.0846 |
Avg Daily Profit (%) | 0.4757 | 0.3197 | 0.1559 | 0.2178 | 0.1573 | 0.1864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80860 | -71648 | -75987 | -1550949 | -1367367 | -1686226 |
Profit Factor | 2.4174 | 2.6466 | 2.1026 | 1.3233 | 1.2206 | 1.4568 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 57.8947 | 52.6316 | 63.1579 | 57.8947 | 52.6316 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.7581 | 2.382 | 1.2265 | 0.9624 | 1.0985 | 0.8498 |
Largest Winning Trade | 272654 | 272654 | 63421 | 1361584 | 1361584 | 660944 |
Largest Losing Trade | -49029 | -32763 | -49029 | -1075929 | -694880 | -1075929 |
Avg Bars in Trades | 74 | 61 | 87 | 74 | 61 | 87 |
Avg Bars in Winners | 81 | 63 | 96 | 81 | 63 | 96 |
Avg Bars in Losers | 64 | 59 | 70 | 64 | 59 | 70 |
Bars Traded | 5645 | 2332 | 3313 | 5645 | 2332 | 3313 |
Profit Streak | 76.1864 | 112.9364 | 76.1864 | 76.1864 | 112.9364 | 76.1864 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35960 | 554390 | 475986 | -44209 | 323218 | 373943 |
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{ "first_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 4.16766 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 4.16766 } } }
# | 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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