Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474022.9062 | 386279.3093 | 87743.5969 | 1566023.2153 | 1238010.4468 | 328012.7685 |
Total P&L (%) | 474.0229 | 386.2793 | 87.7436 | 1566.0232 | 1238.0104 | 328.0128 |
Avg Daily Profit (%) | 0.4551 | 0.3708 | 0.0842 | 0.2704 | 0.2493 | 0.1397 |
Buy And Hold Return (%) | 136.5769 | 136.5769 | 136.5769 | 136.5769 | 136.5769 | 136.5769 |
Max Trade Drawdown | -41652 | -41641 | -46479 | -590509 | -428612 | -415144 |
Profit Factor | 2.3656 | 3.3714 | 1.4763 | 1.7086 | 2.1112 | 1.2993 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Losing Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Profitability (%) | 43.1373 | 46.0784 | 40.1961 | 43.1373 | 46.0784 | 40.1961 |
Ratio Avg Win / Avg Loss | 3.1183 | 3.9453 | 2.1964 | 2.2522 | 2.4706 | 1.9331 |
Largest Winning Trade | 256031 | 256031 | 30016 | 772488 | 772488 | 357398 |
Largest Losing Trade | -12986 | -10758 | -12986 | -218728 | -218728 | -158473 |
Avg Bars in Trades | 119 | 111 | 127 | 119 | 111 | 127 |
Avg Bars in Winners | 205 | 180 | 235 | 205 | 180 | 235 |
Avg Bars in Losers | 53 | 52 | 55 | 53 | 52 | 55 |
Bars Traded | 24362 | 11340 | 13022 | 24362 | 11340 | 13022 |
Profit Streak | 14.4043 | 28.3627 | 0 | 14.4043 | 28.3627 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381799 | 395901 | -248094 | 391272 | 403455 | -13683 |
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 176 } }, "second_band": { "type": "supertrend", "factors": { "length": 177, "offset": 0, "multiplier": 1.62868 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 176 } }, "second_band": { "type": "supertrend", "factors": { "length": 177, "offset": 0, "multiplier": 1.62868 } } }
# | 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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