Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782011.3085 | 606752.0847 | 175259.2238 | 700068.6268 | 552953.3853 | 147115.2414 |
Total P&L (%) | 782.0113 | 606.7521 | 175.2592 | 700.0686 | 552.9534 | 147.1152 |
Avg Daily Profit (%) | 0.5267 | 0.4087 | 0.118 | 0.1402 | 0.1265 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110293 | -127076 | -55736 | -1305787 | -883353 | -811018 |
Profit Factor | 1.9 | 2.2225 | 1.4703 | 1.1097 | 1.1573 | 1.0513 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
Losing Trades | 108 | 61 | 47 | 108 | 61 | 47 |
Profitability (%) | 40 | 32.2222 | 47.7778 | 40 | 32.2222 | 47.7778 |
Ratio Avg Win / Avg Loss | 2.8499 | 4.675 | 1.6071 | 1.6646 | 2.4344 | 1.1491 |
Largest Winning Trade | 420136 | 420136 | 65873 | 1035733 | 1035733 | 269951 |
Largest Losing Trade | -25603 | -22666 | -25603 | -477002 | -323843 | -477002 |
Avg Bars in Trades | 97 | 68 | 126 | 97 | 68 | 126 |
Avg Bars in Winners | 172 | 120 | 208 | 172 | 120 | 208 |
Avg Bars in Losers | 46 | 43 | 51 | 46 | 43 | 51 |
Bars Traded | 17519 | 6156 | 11363 | 17519 | 6156 | 11363 |
Profit Streak | 1.1024 | 2.1858 | 0 | 1.1024 | 2.1858 | 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 | 310601 | 177063 | -34353 | -110053 | -79266 | -276788 |
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{ "first_band": { "type": "dcm", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 62, "offset": 0, "multiplier": 2.68791 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 62, "offset": 0, "multiplier": 2.68791 } } }
# | 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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