Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -477630.8355 | 341883.5185 | -819514.354 | -179523.0601 | 4686594.1701 | -4866117.2302 |
Total P&L (%) | -477.6308 | 341.8835 | -819.5144 | -179.5231 | 4686.5942 | -4866.1172 |
Avg Daily Profit (%) | -0.2622 | 0.1877 | -0.4499 | 0 | 0.2126 | 0 |
Buy And Hold Return (%) | 684.9992 | 684.9992 | 684.9992 | 684.9992 | 684.9992 | 684.9992 |
Max Trade Drawdown | -906456 | -87091 | -985951 | -13445095 | -2811801 | -13429126 |
Profit Factor | 0.7441 | 1.885 | 0.4462 | 0.9924 | 1.8135 | 0.727 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 101 | 47 | 54 | 92 | 46 | 46 |
Losing Trades | 65 | 36 | 29 | 74 | 37 | 37 |
Profitability (%) | 60.8434 | 56.6265 | 65.0602 | 55.4217 | 55.4217 | 55.4217 |
Ratio Avg Win / Avg Loss | 0.4789 | 1.4438 | 0.2397 | 0.7982 | 1.4587 | 0.5848 |
Largest Winning Trade | 71337 | 71337 | 41986 | 2017312 | 1919410 | 2017312 |
Largest Losing Trade | -812177 | -52124 | -812177 | -13429126 | -1740796 | -13429126 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 38 | 36 | 39 | 43 | 43 | 43 |
Avg Bars in Losers | 48 | 42 | 55 | 40 | 34 | 46 |
Bars Traded | 6999 | 3264 | 3735 | 6999 | 3264 | 3735 |
Profit Streak | 8.3687 | 22.8687 | 0 | 0 | 0 | 46.1187 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577830 | -154720 | -578879 | -579205 | 386639 | -579419 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 3.46131 } }, "second_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } } }
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# | 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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