Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1486024.8446 | 1461599.0865 | 24425.7581 | 1887867.7742 | 2447038.099 | -559170.3247 |
Total P&L (%) | 1486.0248 | 1461.5991 | 24.4258 | 1887.8678 | 2447.0381 | -559.1703 |
Avg Daily Profit (%) | 0.8143 | 0.8009 | 0.0134 | 0.164 | 0.1776 | 0 |
Buy And Hold Return (%) | 732.6276 | 732.6276 | 732.6276 | 732.6276 | 732.6276 | 732.6276 |
Max Trade Drawdown | -120515 | -85401 | -101879 | -4494091 | -2494432 | -2301728 |
Profit Factor | 2.9281 | 5.069 | 1.0594 | 1.1392 | 1.3922 | 0.9237 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 38.7097 | 37.6623 | 39.7436 | 38.7097 | 37.6623 | 39.7436 |
Ratio Avg Win / Avg Loss | 4.6362 | 8.39 | 1.6061 | 1.8037 | 2.3044 | 1.4004 |
Largest Winning Trade | 1043758 | 1043758 | 75950 | 3040759 | 3040759 | 1270802 |
Largest Losing Trade | -29075 | -29075 | -22071 | -857260 | -834238 | -857260 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 58 | 51 | 64 | 58 | 51 | 64 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 5356 | 2384 | 2972 | 5356 | 2384 | 2972 |
Profit Streak | 18.2332 | 18.2332 | 28.8999 | 18.2332 | 18.2332 | 28.8999 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358770 | -32102 | -532302 | -64161 | -39396 | -616551 |
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{ "first_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 1.16592 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 1.16592 } } }
# | 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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