Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427150.9476 | 137786.0776 | 289364.87 | 1464592.1833 | 277410.8947 | 1187181.2886 |
Total P&L (%) | 427.1509 | 137.7861 | 289.3649 | 1464.5922 | 277.4109 | 1187.1813 |
Avg Daily Profit (%) | 0.281 | 0.0906 | 0.1903 | 0.1811 | 0.0874 | 0.1682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105556 | -56694 | -111627 | -331953 | -260900 | -252259 |
Profit Factor | 1.8902 | 1.5721 | 2.2109 | 2.1458 | 1.3859 | 3.1223 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 65.7658 | 66.0714 | 65.4545 | 65.7658 | 66.0714 | 65.4545 |
Ratio Avg Win / Avg Loss | 0.984 | 0.8073 | 1.1668 | 1.117 | 0.7117 | 1.6479 |
Largest Winning Trade | 59741 | 43280 | 59741 | 371018 | 119049 | 371018 |
Largest Losing Trade | -46088 | -24607 | -46088 | -260900 | -260900 | -133149 |
Avg Bars in Trades | 50 | 21 | 78 | 50 | 21 | 78 |
Avg Bars in Winners | 59 | 17 | 102 | 59 | 17 | 102 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 5574 | 1230 | 4344 | 5574 | 1230 | 4344 |
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 | 412649 | -249575 | -167417 | 474663 | -255021 | -164319 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 200, "offset": 0, "multiplier": 4.20321 } }, "second_band": { "type": "dema", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 200, "offset": 0, "multiplier": 4.20321 } }, "second_band": { "type": "dema", "factors": { "length": 152, "offset": 0 } } }
# | 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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