Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142295.276 | 1040186.5223 | 102108.7537 | 7078952.6977 | 4168811.3563 | 2910141.3414 |
Total P&L (%) | 1142.2953 | 1040.1865 | 102.1088 | 7078.9527 | 4168.8114 | 2910.1413 |
Avg Daily Profit (%) | 0.5485 | 0.4995 | 0.049 | 0.2054 | 0.1804 | 0.1636 |
Buy And Hold Return (%) | 338.5761 | 338.5761 | 338.5761 | 338.5761 | 338.5761 | 338.5761 |
Max Trade Drawdown | -103566 | -131633 | -64878 | -22920778 | -17132948 | -11206286 |
Profit Factor | 2.6602 | 3.7148 | 1.3349 | 1.0873 | 1.0891 | 1.0848 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 39.5349 | 39.5349 | 39.5349 | 39.5349 | 39.5349 | 39.5349 |
Ratio Avg Win / Avg Loss | 4.0685 | 5.6815 | 2.0416 | 1.6629 | 1.6657 | 1.6591 |
Largest Winning Trade | 455248 | 455248 | 65120 | 16254686 | 16254686 | 7433414 |
Largest Losing Trade | -24063 | -24063 | -22083 | -3357204 | -3357204 | -2616062 |
Avg Bars in Trades | 141 | 127 | 155 | 141 | 127 | 155 |
Avg Bars in Winners | 232 | 203 | 261 | 232 | 203 | 261 |
Avg Bars in Losers | 82 | 77 | 86 | 82 | 77 | 86 |
Bars Traded | 24346 | 10974 | 13373 | 24346 | 10974 | 13373 |
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 | 365153 | 360330 | -296193 | -118509 | -117932 | -122839 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 247 } }, "second_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 2.83642 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 247 } }, "second_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 2.83642 } } }
# | 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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