Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136164.897 | 920930.385 | 215234.5119 | 13476440.5705 | 7798224.0214 | 5678216.5491 |
Total P&L (%) | 1136.1649 | 920.9304 | 215.2345 | 13476.4406 | 7798.224 | 5678.2165 |
Avg Daily Profit (%) | 0.4894 | 0.3967 | 0.0927 | 0.2117 | 0.1884 | 0.1749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94609 | -149854 | -106526 | -9816758 | -12066941 | -6732146 |
Profit Factor | 2.5564 | 3.2698 | 1.6637 | 1.2874 | 1.2795 | 1.299 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 53.719 | 54.0984 | 53.3333 | 53.719 | 54.0984 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.2024 | 2.7744 | 1.4558 | 1.1091 | 1.0856 | 1.1366 |
Largest Winning Trade | 343481 | 343481 | 52450 | 5553369 | 4969609 | 5553369 |
Largest Losing Trade | -60092 | -60092 | -37639 | -4875217 | -4875217 | -2927088 |
Avg Bars in Trades | 54 | 69 | 39 | 54 | 69 | 39 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 49 | 79 | 19 | 49 | 79 | 19 |
Bars Traded | 6611 | 4246 | 2365 | 6611 | 4246 | 2365 |
Profit Streak | 55.5413 | 55.5413 | 55.8746 | 55.5413 | 55.5413 | 55.8746 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 639351 | -143777 | -234503 | 378709 | -151849 | -159445 |
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{ "first_band": { "type": "dema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 75, "offset": 0, "multiplier": 3.07941 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 75, "offset": 0, "multiplier": 3.07941 } } }
# | 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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