Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128152.7591 | 63050.2733 | 65102.4859 | 101024.7326 | 70493.4681 | 30531.2645 |
Total P&L (%) | 128.1528 | 63.0503 | 65.1025 | 101.0247 | 70.4935 | 30.5313 |
Avg Daily Profit (%) | 0.4921 | 0.2421 | 0.25 | 0.2685 | 0.2051 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75514 | -15662 | -73347 | -170291 | -31275 | -161101 |
Profit Factor | 1.5853 | 1.9382 | 1.429 | 1.2631 | 1.6395 | 1.1116 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 68.3871 | 65.3846 | 71.4286 | 68.3871 | 65.3846 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.7328 | 1.0261 | 0.5716 | 0.5839 | 0.868 | 0.4446 |
Largest Winning Trade | 17588 | 11398 | 17588 | 26726 | 21998 | 26726 |
Largest Losing Trade | -62855 | -10339 | -62855 | -138627 | -18673 | -138627 |
Avg Bars in Trades | 155 | 77 | 233 | 155 | 77 | 233 |
Avg Bars in Winners | 110 | 63 | 153 | 110 | 63 | 153 |
Avg Bars in Losers | 252 | 104 | 434 | 252 | 104 | 434 |
Bars Traded | 24065 | 6079 | 17986 | 24065 | 6079 | 17986 |
Profit Streak | 7.8816 | 7.8816 | 15.215 | 7.8816 | 7.8816 | 15.215 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496041 | -21934 | -31825 | 356367 | -24031 | -197620 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 166, "offset": 0, "multiplier": 3.20528 } }, "second_band": { "type": "dcl", "factors": { "length": 218, "offset": 243 } } }
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# | 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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