Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404842.4858 | 409708.3442 | -4865.8583 | -96803.4408 | 160356.8392 | -257160.28 |
Total P&L (%) | 404.8425 | 409.7083 | -4.8659 | -96.8034 | 160.3568 | -257.1603 |
Avg Daily Profit (%) | 0.2198 | 0.2224 | -0.0026 | -0.1867 | 0.052 | 0 |
Buy And Hold Return (%) | 177.0969 | 177.0969 | 177.0969 | 177.0969 | 177.0969 | 177.0969 |
Max Trade Drawdown | -141939 | -60755 | -183820 | -187549 | -12033 | -245927 |
Profit Factor | 1.4493 | 2.1445 | 0.991 | 0.7303 | 4.5 | 0.1788 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Losing Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Profitability (%) | 67.4419 | 72.093 | 62.7907 | 67.4419 | 72.093 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.6997 | 0.8301 | 0.5873 | 0.3526 | 1.7419 | 0.106 |
Largest Winning Trade | 62933 | 62933 | 27278 | 43312 | 43312 | 15859 |
Largest Losing Trade | -99471 | -43235 | -99471 | -139331 | -10668 | -139331 |
Avg Bars in Trades | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Winners | 31 | 28 | 35 | 31 | 28 | 35 |
Avg Bars in Losers | 60 | 79 | 46 | 60 | 79 | 46 |
Bars Traded | 7020 | 3650 | 3370 | 7020 | 3650 | 3370 |
Profit Streak | 48.3367 | 100.3367 | 48.3367 | 48.3367 | 100.3367 | 48.3367 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 226401 | 305603 | -578604 | -576626 | -277699 | -578604 |
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{ "first_band": { "type": "dema", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 215, "offset": 0, "multiplier": 3.38064 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 215, "offset": 0, "multiplier": 3.38064 } } }
# | 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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