Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356464.2306 | 254304.4585 | 102159.7721 | -335.9554 | -510211.0866 | 509875.1312 |
Total P&L (%) | 356.4642 | 254.3045 | 102.1598 | -0.336 | -510.2111 | 509.8751 |
Avg Daily Profit (%) | 0.187 | 0.1334 | 0.0536 | -0.0002 | 0 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203569 | -136392 | -128205 | -1798329 | -1541358 | -703294 |
Profit Factor | 1.3964 | 1.5088 | 1.2557 | 0.9999 | 0.8042 | 1.3916 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 52.8302 | 43.3962 | 62.2642 | 52.8302 | 43.3962 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.2468 | 1.968 | 0.761 | 0.8928 | 1.049 | 0.8434 |
Largest Winning Trade | 140884 | 140884 | 37779 | 484000 | 484000 | 389741 |
Largest Losing Trade | -55031 | -55031 | -40831 | -1042386 | -1042386 | -401311 |
Avg Bars in Trades | 52 | 67 | 37 | 52 | 67 | 37 |
Avg Bars in Winners | 52 | 73 | 37 | 52 | 73 | 37 |
Avg Bars in Losers | 52 | 62 | 36 | 52 | 62 | 36 |
Bars Traded | 5554 | 3577 | 1977 | 5554 | 3577 | 1977 |
Profit Streak | 0 | 98.0911 | 0 | 0 | 98.0911 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317933 | -193734 | -301672 | -580129 | -760377 | -245356 |
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{ "first_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 180, "offset": 0, "multiplier": 4.44859 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 180, "offset": 0, "multiplier": 4.44859 } } }
# | 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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