Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660630.8155 | 568409.2097 | 92221.6058 | 533236.6864 | 742105.6291 | -208868.9426 |
Total P&L (%) | 660.6308 | 568.4092 | 92.2216 | 533.2367 | 742.1056 | -208.8689 |
Avg Daily Profit (%) | 0.2723 | 0.2343 | 0.038 | 0.0761 | 0.0879 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127766 | -86701 | -139229 | -1620844 | -1030774 | -997903 |
Profit Factor | 1.6664 | 2.1579 | 1.1843 | 1.0629 | 1.1763 | 0.9511 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Profitability (%) | 38.6364 | 36.3636 | 40.9091 | 38.6364 | 36.3636 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.6467 | 3.7763 | 1.7107 | 1.6881 | 2.0585 | 1.3737 |
Largest Winning Trade | 324887 | 324887 | 72836 | 762387 | 762387 | 719784 |
Largest Losing Trade | -26907 | -26907 | -26388 | -541080 | -334036 | -541080 |
Avg Bars in Trades | 64 | 50 | 78 | 64 | 50 | 78 |
Avg Bars in Winners | 107 | 77 | 134 | 107 | 77 | 134 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 14224 | 5560 | 8664 | 14224 | 5560 | 8664 |
Profit Streak | 0 | 0 | 23.7211 | 0 | 0 | 23.7211 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307593 | 247356 | -161571 | -244417 | -106337 | -581875 |
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{ "first_band": { "type": "dcm", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 166, "offset": 0, "multiplier": 2.27729 } } }
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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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