Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469326.3494 | 1429041.9488 | 40284.4007 | 2582990.3368 | 2800050.9201 | -217060.5833 |
Total P&L (%) | 1469.3263 | 1429.0419 | 40.2844 | 2582.9903 | 2800.0509 | -217.0606 |
Avg Daily Profit (%) | 0.8038 | 0.7818 | 0.022 | 0.1801 | 0.1844 | 0 |
Buy And Hold Return (%) | 729.523 | 729.523 | 729.523 | 729.523 | 729.523 | 729.523 |
Max Trade Drawdown | -154819 | -88978 | -110833 | -5999227 | -3660303 | -2653564 |
Profit Factor | 2.4444 | 3.9159 | 1.0764 | 1.1066 | 1.227 | 0.9818 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Losing Trades | 201 | 98 | 103 | 201 | 98 | 103 |
Profitability (%) | 36.9906 | 38.3648 | 35.625 | 36.9906 | 38.3648 | 35.625 |
Ratio Avg Win / Avg Loss | 4.1637 | 6.2911 | 1.9451 | 1.8849 | 1.9712 | 1.774 |
Largest Winning Trade | 1023975 | 1023975 | 71182 | 2976608 | 2976608 | 2082745 |
Largest Losing Trade | -23201 | -21920 | -23201 | -942609 | -942609 | -783742 |
Avg Bars in Trades | 67 | 60 | 73 | 67 | 60 | 73 |
Avg Bars in Winners | 129 | 111 | 149 | 129 | 111 | 149 |
Avg Bars in Losers | 31 | 29 | 32 | 31 | 29 | 32 |
Bars Traded | 21525 | 9691 | 11834 | 21525 | 9691 | 11834 |
Profit Streak | 0 | 20.5529 | 0 | 0 | 20.5529 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275078 | 329520 | -469868 | -100325 | 93351 | -583307 |
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 1.2317 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 1.2317 } } }
# | 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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