Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78825.6479 | 40481.2889 | 38344.359 | 94889.48 | 38034.7876 | 56854.6924 |
Total P&L (%) | 78.8256 | 40.4813 | 38.3444 | 94.8895 | 38.0348 | 56.8547 |
Avg Daily Profit (%) | 0.1717 | 0.0882 | 0.0835 | 0.1455 | 0.0702 | 0.0981 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39517 | -20752 | -26991 | -48247 | -26835 | -29240 |
Profit Factor | 1.4046 | 1.4165 | 1.3928 | 1.4133 | 1.3161 | 1.5203 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Losing Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Profitability (%) | 63.4831 | 67.4157 | 59.5506 | 63.4831 | 67.4157 | 59.5506 |
Ratio Avg Win / Avg Loss | 0.808 | 0.6846 | 0.946 | 0.813 | 0.6361 | 1.0327 |
Largest Winning Trade | 17679 | 6844 | 17679 | 26509 | 9575 | 26509 |
Largest Losing Trade | -16262 | -10753 | -16262 | -17982 | -15751 | -17982 |
Avg Bars in Trades | 60 | 58 | 61 | 60 | 58 | 61 |
Avg Bars in Winners | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Losers | 71 | 73 | 70 | 71 | 73 | 70 |
Bars Traded | 10697 | 5229 | 5468 | 10697 | 5229 | 5468 |
Profit Streak | 600.6159 | 600.6159 | 607.4075 | 600.6159 | 600.6159 | 607.4075 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348634 | -76246 | -83336 | 125607 | -100999 | -59958 |
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{ "first_band": { "type": "dema", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 4.11612 } } }
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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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