Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967471.5023 | 941131.6071 | 26339.8952 | 430268.5352 | 885319.8647 | -455051.3295 |
Total P&L (%) | 967.4715 | 941.1316 | 26.3399 | 430.2685 | 885.3199 | -455.0513 |
Avg Daily Profit (%) | 0.5233 | 0.5091 | 0.0142 | 0.0903 | 0.1238 | 0 |
Buy And Hold Return (%) | 87.742 | 87.742 | 87.742 | 87.742 | 87.742 | 87.742 |
Max Trade Drawdown | -74661 | -82335 | -96985 | -627050 | -538112 | -706248 |
Profit Factor | 3.0638 | 5.0085 | 1.1126 | 1.1459 | 1.6316 | 0.706 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 37.2881 | 43.3333 | 31.0345 | 37.2881 | 43.3333 | 31.0345 |
Ratio Avg Win / Avg Loss | 5.1528 | 6.5495 | 2.4724 | 1.9271 | 2.1337 | 1.569 |
Largest Winning Trade | 854949 | 854949 | 73141 | 854949 | 854949 | 276204 |
Largest Losing Trade | -39418 | -39418 | -34462 | -329098 | -305231 | -329098 |
Avg Bars in Trades | 88 | 80 | 96 | 88 | 80 | 96 |
Avg Bars in Winners | 146 | 129 | 171 | 146 | 129 | 171 |
Avg Bars in Losers | 53 | 43 | 63 | 53 | 43 | 63 |
Bars Traded | 5216 | 2412 | 2804 | 5216 | 2412 | 2804 |
Profit Streak | 0 | 0 | 65.1183 | 0 | 0 | 65.1183 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168066 | 570260 | -442051 | -317531 | -26833 | -584871 |
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 42, "offset": 0, "multiplier": 2.92789 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 42, "offset": 0, "multiplier": 2.92789 } } }
# | 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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