Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433318.4145 | 351297.0573 | 82021.3572 | 49131.8762 | -129431.1551 | 178563.0313 |
Total P&L (%) | 433.3184 | 351.2971 | 82.0214 | 49.1319 | -129.4312 | 178.563 |
Avg Daily Profit (%) | 0.2718 | 0.2203 | 0.0514 | 0.0251 | 0 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170776 | -135246 | -67295 | -624795 | -550471 | -213026 |
Profit Factor | 1.7455 | 1.9303 | 1.4028 | 1.0248 | 0.9074 | 1.3047 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 48.4375 | 46.875 | 50 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 1.8581 | 2.1876 | 1.4028 | 1.0909 | 1.0284 | 1.3047 |
Largest Winning Trade | 220045 | 220045 | 35432 | 313903 | 313903 | 129218 |
Largest Losing Trade | -68754 | -68754 | -32569 | -216641 | -216641 | -103085 |
Avg Bars in Trades | 46 | 69 | 22 | 46 | 69 | 22 |
Avg Bars in Winners | 46 | 57 | 35 | 46 | 57 | 35 |
Avg Bars in Losers | 46 | 80 | 9 | 46 | 80 | 9 |
Bars Traded | 2955 | 2235 | 720 | 2955 | 2235 | 720 |
Profit Streak | 58.455 | 58.455 | 67.455 | 58.455 | 58.455 | 67.455 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131167 | 387843 | -122292 | -496782 | -579798 | -105783 |
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{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 209, "offset": 0, "multiplier": 4.11638 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 209, "offset": 0, "multiplier": 4.11638 } } }
# | 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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