Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338041.0785 | 301348.3947 | 36692.6838 | 894228.5495 | 814645.4272 | 79583.1223 |
Total P&L (%) | 338.0411 | 301.3484 | 36.6927 | 894.2286 | 814.6454 | 79.5831 |
Avg Daily Profit (%) | 0.3809 | 0.3395 | 0.0413 | 0.2591 | 0.2497 | 0.066 |
Buy And Hold Return (%) | 332.3382 | 332.3382 | 332.3382 | 332.3382 | 332.3382 | 332.3382 |
Max Trade Drawdown | -81515 | -51547 | -66612 | -326557 | -251084 | -259013 |
Profit Factor | 2.41 | 3.3872 | 1.3233 | 1.7125 | 2.1785 | 1.1412 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 55.2239 | 58.8235 | 51.5152 | 55.2239 | 58.8235 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.9541 | 2.371 | 1.2454 | 1.3885 | 1.5249 | 1.074 |
Largest Winning Trade | 91676 | 91676 | 39415 | 355156 | 355156 | 226831 |
Largest Losing Trade | -26167 | -21584 | -26167 | -135985 | -135985 | -133050 |
Avg Bars in Trades | 73 | 77 | 69 | 73 | 77 | 69 |
Avg Bars in Winners | 115 | 107 | 124 | 115 | 107 | 124 |
Avg Bars in Losers | 22 | 34 | 11 | 22 | 34 | 11 |
Bars Traded | 4936 | 2630 | 2306 | 4936 | 2630 | 2306 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267003 | -149360 | -303061 | -113031 | 354717 | -335681 |
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 2.89714 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 2.89714 } } }
# | 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) |
---|