Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339608.7276 | 1377642.0038 | -38033.2762 | 367403.9029 | 991524.837 | -624120.9341 |
Total P&L (%) | 1339.6087 | 1377.642 | -38.0333 | 367.4039 | 991.5248 | -624.1209 |
Avg Daily Profit (%) | 0.7356 | 0.7565 | -0.0209 | 0.0847 | 0.1313 | 0 |
Buy And Hold Return (%) | 596.3905 | 596.3905 | 596.3905 | 596.3905 | 596.3905 | 596.3905 |
Max Trade Drawdown | -188684 | -117150 | -155888 | -1090027 | -654760 | -751213 |
Profit Factor | 2.6159 | 4.6253 | 0.9153 | 1.1212 | 1.6736 | 0.6001 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Profitability (%) | 42.1053 | 45.4545 | 38.806 | 42.1053 | 45.4545 | 38.806 |
Ratio Avg Win / Avg Loss | 3.5968 | 5.5504 | 1.4434 | 1.5416 | 2.0083 | 0.9463 |
Largest Winning Trade | 1043758 | 1043758 | 76861 | 1080564 | 1080564 | 150880 |
Largest Losing Trade | -43322 | -29676 | -43322 | -305249 | -305249 | -256255 |
Avg Bars in Trades | 80 | 70 | 90 | 80 | 70 | 90 |
Avg Bars in Winners | 127 | 93 | 166 | 127 | 93 | 166 |
Avg Bars in Losers | 46 | 51 | 41 | 46 | 51 | 41 |
Bars Traded | 10695 | 4641 | 6054 | 10695 | 4641 | 6054 |
Profit Streak | 0 | 20.6049 | 0 | 0 | 20.6049 | 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 | 347013 | -110180 | -700422 | -334496 | -148907 | -702089 |
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 2.57002 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 2.57002 } } }
# | 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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