Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436014.4363 | 1358580.3793 | 77434.057 | 5545036.4121 | 6029190.9491 | -484154.5371 |
Total P&L (%) | 1436.0144 | 1358.5804 | 77.4341 | 5545.0364 | 6029.1909 | -484.1545 |
Avg Daily Profit (%) | 0.7861 | 0.7437 | 0.0424 | 0.221 | 0.2256 | 0 |
Buy And Hold Return (%) | 756.9506 | 756.9506 | 756.9506 | 756.9506 | 756.9506 | 756.9506 |
Max Trade Drawdown | -155445 | -88465 | -121903 | -5235812 | -3097558 | -2431899 |
Profit Factor | 3.5458 | 5.9266 | 1.2686 | 1.3026 | 1.6843 | 0.9491 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 40.1575 | 41.2698 | 39.0625 | 40.1575 | 41.2698 | 39.0625 |
Ratio Avg Win / Avg Loss | 5.2839 | 8.434 | 1.979 | 1.9412 | 2.3968 | 1.4806 |
Largest Winning Trade | 836861 | 836861 | 71332 | 4348469 | 4348469 | 2029016 |
Largest Losing Trade | -26923 | -23923 | -26923 | -1386775 | -967534 | -1386775 |
Avg Bars in Trades | 83 | 72 | 94 | 83 | 72 | 94 |
Avg Bars in Winners | 151 | 113 | 190 | 151 | 113 | 190 |
Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
Bars Traded | 10613 | 4539 | 6074 | 10613 | 4539 | 6074 |
Profit Streak | 0 | 26.7955 | 0 | 0 | 26.7955 | 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 | 313568 | -136909 | -444771 | 213763 | -138364 | -722822 |
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{ "first_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 1.92563 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 1.92563 } } }
# | 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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