Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845768.2683 | 677147.1197 | 168621.1485 | 465751.9261 | 668877.0506 | -203125.1245 |
Total P&L (%) | 845.7683 | 677.1471 | 168.6211 | 465.7519 | 668.8771 | -203.1251 |
Avg Daily Profit (%) | 0.5717 | 0.4577 | 0.114 | 0.1172 | 0.138 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163457 | -109420 | -81684 | -2814194 | -2030630 | -1443676 |
Profit Factor | 1.5627 | 1.7998 | 1.2569 | 1.0274 | 1.0733 | 0.9742 |
Total Trades | 423 | 212 | 211 | 423 | 212 | 211 |
Winning Trades | 207 | 98 | 109 | 207 | 98 | 109 |
Losing Trades | 216 | 114 | 102 | 216 | 114 | 102 |
Profitability (%) | 48.9362 | 46.2264 | 51.6588 | 48.9362 | 46.2264 | 51.6588 |
Ratio Avg Win / Avg Loss | 1.6307 | 2.0937 | 1.1762 | 1.0721 | 1.2485 | 0.9116 |
Largest Winning Trade | 597238 | 597238 | 37034 | 880878 | 880878 | 418469 |
Largest Losing Trade | -23102 | -23102 | -19478 | -537781 | -537781 | -394726 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Losers | 33 | 35 | 30 | 33 | 35 | 30 |
Bars Traded | 17596 | 8887 | 8709 | 17596 | 8887 | 8709 |
Profit Streak | 9.6191 | 9.6191 | 12.9525 | 9.6191 | 9.6191 | 12.9525 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609113 | 482613 | -39649 | -224025 | -148598 | -579404 |
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{ "first_band": { "type": "dcm", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 3.0853 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 3.0853 } } }
# | 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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