Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267616.1754 | 69383.1326 | 198233.0428 | 252898.5115 | -200.7971 | 253099.3086 |
Total P&L (%) | 267.6162 | 69.3831 | 198.233 | 252.8985 | -0.2008 | 253.0993 |
Avg Daily Profit (%) | 0.2063 | 0.0535 | 0.1528 | 0.0973 | -0.0002 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70847 | -58967 | -66029 | -275213 | -168772 | -242664 |
Profit Factor | 1.3731 | 1.1856 | 1.5771 | 1.1253 | 0.9998 | 1.2568 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 46.4646 | 45.4545 | 47.4747 | 46.4646 | 45.4545 | 47.4747 |
Ratio Avg Win / Avg Loss | 1.582 | 1.4227 | 1.7449 | 1.2966 | 1.1998 | 1.3905 |
Largest Winning Trade | 56583 | 39436 | 56583 | 104574 | 73474 | 104574 |
Largest Losing Trade | -33568 | -33568 | -30254 | -103487 | -88550 | -103487 |
Avg Bars in Trades | 76 | 63 | 89 | 76 | 63 | 89 |
Avg Bars in Winners | 113 | 82 | 143 | 113 | 82 | 143 |
Avg Bars in Losers | 44 | 48 | 40 | 44 | 48 | 40 |
Bars Traded | 15174 | 6316 | 8858 | 15174 | 6316 | 8858 |
Profit Streak | 0 | 0 | 25.4238 | 0 | 0 | 25.4238 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323214 | -139953 | 337550 | -146130 | -581169 | -63985 |
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 3.65926 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 3.65926 } } }
# | 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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