Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473007.6322 | 434872.7551 | 38134.8771 | -8670.5195 | 242600.5366 | -251271.056 |
Total P&L (%) | 473.0076 | 434.8728 | 38.1349 | -8.6705 | 242.6005 | -251.2711 |
Avg Daily Profit (%) | 0.2955 | 0.2717 | 0.0238 | -0.0057 | 0.077 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143889 | -139948 | -105686 | -405721 | -249139 | -353596 |
Profit Factor | 1.4265 | 1.7283 | 1.0745 | 0.9961 | 1.2117 | 0.7691 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 42.7907 | 39.8148 | 45.7944 | 42.7907 | 39.8148 | 45.7944 |
Ratio Avg Win / Avg Loss | 1.9072 | 2.6126 | 1.2719 | 1.3318 | 1.8316 | 0.9104 |
Largest Winning Trade | 337444 | 337444 | 55049 | 219209 | 219209 | 129552 |
Largest Losing Trade | -53568 | -33351 | -53568 | -151417 | -66447 | -151417 |
Avg Bars in Trades | 87 | 81 | 93 | 87 | 81 | 93 |
Avg Bars in Winners | 123 | 112 | 134 | 123 | 112 | 134 |
Avg Bars in Losers | 60 | 61 | 58 | 60 | 61 | 58 |
Bars Traded | 18796 | 8808 | 9988 | 18796 | 8808 | 9988 |
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 | 314187 | 262158 | -303910 | -580789 | -93760 | -582682 |
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 4.13544 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 4.13544 } } }
# | 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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