Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589742.6993 | 580734.6895 | 9008.0099 | 13673.5703 | 63171.7069 | -49498.1366 |
Total P&L (%) | 589.7427 | 580.7347 | 9.008 | 13.6736 | 63.1717 | -49.4981 |
Avg Daily Profit (%) | 0.3046 | 0.2999 | 0.0047 | 0.0066 | 0.0253 | -0.0353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188424 | -141046 | -151694 | -119013 | -115750 | -170975 |
Profit Factor | 1.4284 | 1.8166 | 1.0135 | 1.0113 | 1.1031 | 0.9175 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Losing Trades | 214 | 108 | 106 | 214 | 108 | 106 |
Profitability (%) | 41.2088 | 40.6593 | 41.7582 | 41.2088 | 40.6593 | 41.7582 |
Ratio Avg Win / Avg Loss | 2.0378 | 2.6512 | 1.4136 | 1.4428 | 1.6099 | 1.2796 |
Largest Winning Trade | 391856 | 391856 | 62750 | 116526 | 116526 | 47818 |
Largest Losing Trade | -53031 | -34276 | -53031 | -50170 | -37940 | -50170 |
Avg Bars in Trades | 31 | 34 | 27 | 31 | 34 | 27 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 21 | 28 | 14 | 21 | 28 | 14 |
Bars Traded | 11287 | 6315 | 4972 | 11287 | 6315 | 4972 |
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 | 338229 | 327709 | -560547 | -445107 | -268773 | -581641 |
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{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 1.44952 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 1.44952 } } }
# | 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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