Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700869.0935 | 676797.7177 | 24071.3759 | 581411.8996 | 470509.1909 | 110902.7087 |
Total P&L (%) | 700.8691 | 676.7977 | 24.0714 | 581.4119 | 470.5092 | 110.9027 |
Avg Daily Profit (%) | 0.3796 | 0.3665 | 0.013 | 0.104 | 0.0944 | 0.0404 |
Buy And Hold Return (%) | 123.3607 | 123.3607 | 123.3607 | 123.3607 | 123.3607 | 123.3607 |
Max Trade Drawdown | -152204 | -100276 | -134591 | -2710926 | -2172575 | -1420621 |
Profit Factor | 2.0162 | 3.0401 | 1.0672 | 1.075 | 1.0985 | 1.0373 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 40.1869 | 42.5926 | 37.7358 | 40.1869 | 42.5926 | 37.7358 |
Ratio Avg Win / Avg Loss | 3.0008 | 4.0975 | 1.761 | 1.6 | 1.4806 | 1.7115 |
Largest Winning Trade | 307115 | 307115 | 76574 | 1285063 | 1285063 | 636780 |
Largest Losing Trade | -68173 | -28643 | -68173 | -882482 | -882482 | -410638 |
Avg Bars in Trades | 66 | 65 | 68 | 66 | 65 | 68 |
Avg Bars in Winners | 112 | 100 | 127 | 112 | 100 | 127 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 7167 | 3519 | 3648 | 7167 | 3519 | 3648 |
Profit Streak | 0 | 0 | 73.2476 | 0 | 0 | 73.2476 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323758 | -168676 | -670912 | -195783 | -364502 | -667373 |
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{ "first_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 181, "offset": 0, "multiplier": 2.86386 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 181, "offset": 0, "multiplier": 2.86386 } } }
# | 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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