Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1851752.8409 | 1806724.5714 | 45028.2695 | 838342.977 | 754385.7323 | 83957.2446 |
Total P&L (%) | 1851.7528 | 1806.7246 | 45.0283 | 838.343 | 754.3857 | 83.9572 |
Avg Daily Profit (%) | 0.7971 | 0.7778 | 0.0194 | 0.0964 | 0.0924 | 0.0262 |
Buy And Hold Return (%) | 85 | 85 | 85 | 85 | 85 | 85 |
Max Trade Drawdown | -119228 | -91016 | -180855 | -534369 | -397145 | -521632 |
Profit Factor | 3.7227 | 5.6266 | 1.1555 | 1.345 | 1.5522 | 1.0789 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 5.584 | 8.4398 | 1.7332 | 2.0175 | 2.3283 | 1.6184 |
Largest Winning Trade | 1543398 | 1543398 | 81052 | 594374 | 594374 | 307280 |
Largest Losing Trade | -55131 | -55131 | -39975 | -199942 | -199942 | -168593 |
Avg Bars in Trades | 47 | 56 | 37 | 47 | 56 | 37 |
Avg Bars in Winners | 82 | 97 | 67 | 82 | 97 | 67 |
Avg Bars in Losers | 23 | 29 | 18 | 23 | 29 | 18 |
Bars Traded | 4267 | 2559 | 1708 | 4267 | 2559 | 1708 |
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 | 588637 | 626664 | -384955 | -65997 | -70290 | -460025 |
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{ "first_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 1.53986 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 1.53986 } } }
# | 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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