Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368209.4831 | 347125.0902 | 21084.3928 | 61549.7399 | 128290.06 | -66740.3202 |
Total P&L (%) | 368.2095 | 347.1251 | 21.0844 | 61.5497 | 128.2901 | -66.7403 |
Avg Daily Profit (%) | 0.1956 | 0.1844 | 0.0112 | 0.0255 | 0.0439 | -0.0585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194744 | -89410 | -148155 | -200233 | -87028 | -157265 |
Profit Factor | 1.3204 | 1.6869 | 1.0327 | 1.0535 | 1.2561 | 0.8971 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 160 | 83 | 77 | 160 | 83 | 77 |
Profitability (%) | 45.9459 | 43.9189 | 47.973 | 45.9459 | 43.9189 | 47.973 |
Ratio Avg Win / Avg Loss | 1.5534 | 2.1541 | 1.12 | 1.2395 | 1.6039 | 0.9729 |
Largest Winning Trade | 219644 | 219644 | 57106 | 87644 | 87644 | 69860 |
Largest Losing Trade | -45342 | -18540 | -45342 | -56418 | -33048 | -56418 |
Avg Bars in Trades | 75 | 61 | 88 | 75 | 61 | 88 |
Avg Bars in Winners | 104 | 82 | 124 | 104 | 82 | 124 |
Avg Bars in Losers | 50 | 45 | 55 | 50 | 45 | 55 |
Bars Traded | 22279 | 9118 | 13161 | 22279 | 9118 | 13161 |
Profit Streak | 8.0872 | 8.0872 | 13.4206 | 8.0872 | 8.0872 | 13.4206 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360190 | 317917 | -368892 | -319912 | -135239 | -581125 |
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 2.99077 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 2.99077 } } }
# | 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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