Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517880.5976 | 345964.2863 | 171916.3113 | 944617.2899 | 422060.409 | 522556.8809 |
Total P&L (%) | 517.8806 | 345.9643 | 171.9163 | 944.6173 | 422.0604 | 522.5569 |
Avg Daily Profit (%) | 0.2693 | 0.1799 | 0.0894 | 0.1221 | 0.086 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107911 | -77076 | -80612 | -571209 | -326805 | -356940 |
Profit Factor | 1.4983 | 1.6275 | 1.3524 | 1.3013 | 1.2503 | 1.3608 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Losing Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Profitability (%) | 47.9705 | 48.5294 | 47.4074 | 47.9705 | 48.5294 | 47.4074 |
Ratio Avg Win / Avg Loss | 1.6251 | 1.7262 | 1.5003 | 1.4114 | 1.326 | 1.5096 |
Largest Winning Trade | 122583 | 122583 | 52981 | 398913 | 398913 | 219510 |
Largest Losing Trade | -29744 | -29744 | -27290 | -329099 | -88657 | -329099 |
Avg Bars in Trades | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Winners | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Losers | 25 | 31 | 20 | 25 | 31 | 20 |
Bars Traded | 11224 | 6309 | 4915 | 11224 | 6309 | 4915 |
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 | 419959 | 351549 | -73295 | -28890 | -79157 | -65174 |
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{ "first_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 43, "offset": 0, "multiplier": 2.56082 } } }
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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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