Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283668.7792 | 289328.7787 | -5659.9995 | -18049.6158 | 18968.4232 | -37018.039 |
Total P&L (%) | 283.6688 | 289.3288 | -5.66 | -18.0496 | 18.9684 | -37.018 |
Avg Daily Profit (%) | 0.2723 | 0.2778 | -0.0054 | -0.0191 | 0.0167 | -0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138617 | -99899 | -121605 | -535759 | -326197 | -346582 |
Profit Factor | 1.3103 | 1.6216 | 0.9874 | 0.9923 | 1.0156 | 0.967 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Losing Trades | 180 | 89 | 91 | 180 | 89 | 91 |
Profitability (%) | 41.3681 | 42.2078 | 40.5229 | 41.3681 | 42.2078 | 40.5229 |
Ratio Avg Win / Avg Loss | 1.8571 | 2.2204 | 1.4492 | 1.4064 | 1.3906 | 1.4193 |
Largest Winning Trade | 363054 | 363054 | 43048 | 357060 | 357060 | 76150 |
Largest Losing Trade | -23431 | -18376 | -23431 | -80992 | -80992 | -75748 |
Avg Bars in Trades | 80 | 74 | 85 | 80 | 74 | 85 |
Avg Bars in Winners | 114 | 99 | 130 | 114 | 99 | 130 |
Avg Bars in Losers | 55 | 57 | 54 | 55 | 57 | 54 |
Bars Traded | 24584 | 11523 | 13060 | 24584 | 11523 | 13060 |
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 | 278851 | 308764 | -582550 | -580862 | -384266 | -582550 |
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{ "first_band": { "type": "dcm", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 4.51386 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 4.51386 } } }
# | 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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