Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643400.6925 | 487728.5711 | 155672.1214 | 2213939.47 | 2231821.5516 | -17882.0816 |
Total P&L (%) | 643.4007 | 487.7286 | 155.6721 | 2213.9395 | 2231.8216 | -17.8821 |
Avg Daily Profit (%) | 0.5213 | 0.3951 | 0.1261 | 0.2548 | 0.2555 | -0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229651 | -149116 | -110581 | -9892971 | -4535043 | -7786702 |
Profit Factor | 1.572 | 1.7629 | 1.3206 | 1.0471 | 1.0888 | 0.9992 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Losing Trades | 137 | 70 | 67 | 137 | 70 | 67 |
Profitability (%) | 53.0822 | 52.0548 | 54.1096 | 53.0822 | 52.0548 | 54.1096 |
Ratio Avg Win / Avg Loss | 1.3895 | 1.6237 | 1.12 | 0.9255 | 1.0028 | 0.8474 |
Largest Winning Trade | 211189 | 211189 | 24052 | 1435270 | 1435270 | 1373045 |
Largest Losing Trade | -41890 | -36046 | -41890 | -1885544 | -1676918 | -1885544 |
Avg Bars in Trades | 24 | 31 | 18 | 24 | 31 | 18 |
Avg Bars in Winners | 28 | 33 | 24 | 28 | 33 | 24 |
Avg Bars in Losers | 20 | 28 | 11 | 20 | 28 | 11 |
Bars Traded | 7263 | 4582 | 2681 | 7263 | 4582 | 2681 |
Profit Streak | 3.1087 | 0 | 22.6087 | 3.1087 | 0 | 22.6087 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492789 | 458294 | -22328 | -160761 | -114244 | -578669 |
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{ "first_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 54, "offset": 159, "multiplier": 3.28629 } } }
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# | 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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