Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317021.0762 | 102059.4467 | 214961.6295 | 280348.5106 | -285429.6769 | 565778.1875 |
Total P&L (%) | 317.0211 | 102.0594 | 214.9616 | 280.3485 | -285.4297 | 565.7782 |
Avg Daily Profit (%) | 0.1911 | 0.0615 | 0.1296 | 0.0806 | 0 | 0.1144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102597 | -128952 | -60374 | -609877 | -746537 | -348801 |
Profit Factor | 1.544 | 1.316 | 1.8273 | 1.103 | 0.8172 | 1.4872 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 48.3516 | 45.6522 | 51.1111 | 48.3516 | 45.6522 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.6493 | 1.5667 | 1.7479 | 1.1782 | 0.9729 | 1.4225 |
Largest Winning Trade | 67572 | 56944 | 67572 | 201922 | 119496 | 201922 |
Largest Losing Trade | -46212 | -24980 | -46212 | -309110 | -198018 | -309110 |
Avg Bars in Trades | 52 | 40 | 64 | 52 | 40 | 64 |
Avg Bars in Winners | 72 | 53 | 90 | 72 | 53 | 90 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 4781 | 1875 | 2906 | 4781 | 1875 | 2906 |
Profit Streak | 0 | 0 | 76.4577 | 0 | 0 | 76.4577 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353991 | -111089 | -15366 | -193043 | -582395 | -37505 |
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 3.05283 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 3.05283 } } }
# | 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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