Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567103.4716 | 483864.9995 | 83238.4721 | 798007.3673 | 567508.1409 | 230499.2264 |
Total P&L (%) | 567.1035 | 483.865 | 83.2385 | 798.0074 | 567.5081 | 230.4992 |
Avg Daily Profit (%) | 0.3063 | 0.2614 | 0.045 | 0.1186 | 0.1026 | 0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105417 | -84085 | -114889 | -2771506 | -1679828 | -1840044 |
Profit Factor | 1.5226 | 2.0346 | 1.1348 | 1.0535 | 1.0845 | 1.0282 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Losing Trades | 223 | 110 | 113 | 223 | 110 | 113 |
Profitability (%) | 39.2371 | 40.2174 | 38.2514 | 39.2371 | 40.2174 | 38.2514 |
Ratio Avg Win / Avg Loss | 2.358 | 3.0244 | 1.8319 | 1.6315 | 1.612 | 1.6598 |
Largest Winning Trade | 251605 | 251605 | 46954 | 1268993 | 1268993 | 616920 |
Largest Losing Trade | -27613 | -21646 | -27613 | -495962 | -495962 | -366530 |
Avg Bars in Trades | 59 | 51 | 67 | 59 | 51 | 67 |
Avg Bars in Winners | 100 | 76 | 126 | 100 | 76 | 126 |
Avg Bars in Losers | 32 | 34 | 30 | 32 | 34 | 30 |
Bars Traded | 21791 | 9456 | 12334 | 21791 | 9456 | 12334 |
Profit Streak | 0 | 0 | 9.3036 | 0 | 0 | 9.3036 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332472 | 310188 | -207462 | -196980 | -185494 | -298609 |
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 1.92458 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 1.92458 } } }
# | 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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