Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877626.7278 | 780101.572 | 97525.1558 | 3389751.2655 | 105641.2744 | 3284109.9911 |
Total P&L (%) | 877.6267 | 780.1016 | 97.5252 | 3389.7513 | 105.6413 | 3284.11 |
Avg Daily Profit (%) | 0.4916 | 0.437 | 0.0546 | 0.1992 | 0.0404 | 0.1975 |
Buy And Hold Return (%) | 259.0679 | 259.0679 | 259.0679 | 259.0679 | 259.0679 | 259.0679 |
Max Trade Drawdown | -82536 | -72447 | -118208 | -4343666 | -4577723 | -1877607 |
Profit Factor | 2.3713 | 4.2214 | 1.2451 | 1.2076 | 1.0126 | 1.413 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 43.9655 | 43.1034 | 44.8276 | 43.9655 | 43.1034 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.0223 | 5.5723 | 1.5325 | 1.5391 | 1.3366 | 1.7391 |
Largest Winning Trade | 293232 | 293232 | 66441 | 1800571 | 1800571 | 1637381 |
Largest Losing Trade | -62309 | -23274 | -62309 | -1472156 | -1472156 | -894759 |
Avg Bars in Trades | 88 | 67 | 110 | 88 | 67 | 110 |
Avg Bars in Winners | 144 | 102 | 185 | 144 | 102 | 185 |
Avg Bars in Losers | 45 | 41 | 48 | 45 | 41 | 48 |
Bars Traded | 10317 | 3930 | 6387 | 10317 | 3930 | 6387 |
Profit Streak | 0 | 0 | 12.5882 | 0 | 0 | 12.5882 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368702 | -168551 | -466335 | 238400 | -694121 | -171550 |
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 3.10047 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 3.10047 } } }
# | 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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