Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358605.6653 | 294598.1734 | 64007.492 | 957846.7471 | 668696.577 | 289150.1702 |
Total P&L (%) | 358.6057 | 294.5982 | 64.0075 | 957.8467 | 668.6966 | 289.1502 |
Avg Daily Profit (%) | 0.4098 | 0.3366 | 0.0731 | 0.2699 | 0.2333 | 0.1554 |
Buy And Hold Return (%) | 163.4274 | 163.4274 | 163.4274 | 163.4274 | 163.4274 | 163.4274 |
Max Trade Drawdown | -87768 | -85263 | -26856 | -976120 | -874019 | -322426 |
Profit Factor | 1.5657 | 1.6329 | 1.3799 | 1.2912 | 1.2799 | 1.3212 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 152 | 70 | 82 | 152 | 70 | 82 |
Losing Trades | 134 | 73 | 61 | 134 | 73 | 61 |
Profitability (%) | 53.1469 | 48.951 | 57.3427 | 53.1469 | 48.951 | 57.3427 |
Ratio Avg Win / Avg Loss | 1.3803 | 1.7029 | 1.0265 | 1.1383 | 1.3348 | 0.9829 |
Largest Winning Trade | 68729 | 68729 | 7816 | 616952 | 616952 | 78146 |
Largest Losing Trade | -37790 | -37790 | -12192 | -236640 | -236640 | -131325 |
Avg Bars in Trades | 72 | 131 | 13 | 72 | 131 | 13 |
Avg Bars in Winners | 57 | 107 | 15 | 57 | 107 | 15 |
Avg Bars in Losers | 89 | 154 | 10 | 89 | 154 | 10 |
Bars Traded | 20732 | 18831 | 1902 | 20732 | 18831 | 1902 |
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 | 267534 | 111332 | -259441 | 353159 | 200151 | -1586 |
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 3.45453 } } }
# | 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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