Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614839.2642 | 494370.6664 | 120468.5978 | 1319282.2226 | 797073.1591 | 522209.0635 |
Total P&L (%) | 614.8393 | 494.3707 | 120.4686 | 1319.2822 | 797.0732 | 522.2091 |
Avg Daily Profit (%) | 0.3473 | 0.2792 | 0.068 | 0.1499 | 0.124 | 0.1033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121334 | -94935 | -75780 | -607741 | -295072 | -421023 |
Profit Factor | 2.0744 | 3.1147 | 1.3559 | 1.4725 | 1.7222 | 1.3093 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 52.7778 | 51.8519 | 53.7037 | 52.7778 | 51.8519 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.856 | 2.8922 | 1.1689 | 1.3175 | 1.5992 | 1.1287 |
Largest Winning Trade | 184778 | 184778 | 73475 | 575062 | 308740 | 575062 |
Largest Losing Trade | -55273 | -24851 | -55273 | -360789 | -210670 | -360789 |
Avg Bars in Trades | 63 | 49 | 77 | 63 | 49 | 77 |
Avg Bars in Winners | 91 | 62 | 118 | 91 | 62 | 118 |
Avg Bars in Losers | 33 | 35 | 30 | 33 | 35 | 30 |
Bars Traded | 6881 | 2686 | 4195 | 6881 | 2686 | 4195 |
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 | 499949 | -165565 | -281233 | 335457 | -203614 | -234081 |
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{ "first_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 2.62003 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 2.62003 } } }
# | 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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