Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1278674.1956 | 1238532.9922 | 40141.2034 | 2530210.3457 | 4400200.4264 | -1869990.0806 |
Total P&L (%) | 1278.6742 | 1238.533 | 40.1412 | 2530.2103 | 4400.2004 | -1869.9901 |
Avg Daily Profit (%) | 0.7054 | 0.6833 | 0.0221 | 0.1805 | 0.2102 | 0 |
Buy And Hold Return (%) | 566.2645 | 566.2645 | 566.2645 | 566.2645 | 566.2645 | 566.2645 |
Max Trade Drawdown | -95391 | -72828 | -57615 | -4302887 | -2207313 | -2615895 |
Profit Factor | 2.8059 | 4.5246 | 1.1125 | 1.1386 | 1.4881 | 0.7976 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 39.3162 | 39.6552 | 38.9831 | 39.3162 | 39.6552 | 38.9831 |
Ratio Avg Win / Avg Loss | 4.3308 | 6.8852 | 1.7414 | 1.7574 | 2.2645 | 1.2485 |
Largest Winning Trade | 715284 | 715284 | 66213 | 4493782 | 4493782 | 1024622 |
Largest Losing Trade | -44645 | -27320 | -44645 | -1604084 | -1005946 | -1604084 |
Avg Bars in Trades | 44 | 50 | 37 | 44 | 50 | 37 |
Avg Bars in Winners | 67 | 78 | 56 | 67 | 78 | 56 |
Avg Bars in Losers | 29 | 32 | 25 | 29 | 32 | 25 |
Bars Traded | 5158 | 2942 | 2216 | 5158 | 2942 | 2216 |
Profit Streak | 0 | 27.2185 | 0 | 0 | 27.2185 | 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 | 313215 | -169841 | -605914 | -64743 | -173345 | -760353 |
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{ "first_band": { "type": "dema", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 2.58478 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 2.58478 } } }
# | 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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