Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248392.3027 | 1184867.2435 | 63525.0592 | 1433451.6196 | 1581775.3907 | -148323.771 |
Total P&L (%) | 1248.3923 | 1184.8672 | 63.5251 | 1433.4516 | 1581.7754 | -148.3238 |
Avg Daily Profit (%) | 0.5647 | 0.536 | 0.0287 | 0.1236 | 0.1278 | 0 |
Buy And Hold Return (%) | 371.8645 | 371.8645 | 371.8645 | 371.8645 | 371.8645 | 371.8645 |
Max Trade Drawdown | -111941 | -79070 | -100035 | -3867298 | -2907044 | -3076307 |
Profit Factor | 2.1393 | 3.0594 | 1.1221 | 1.0523 | 1.109 | 0.9885 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Losing Trades | 168 | 81 | 87 | 168 | 81 | 87 |
Profitability (%) | 39.1304 | 41.3043 | 36.9565 | 39.1304 | 41.3043 | 36.9565 |
Ratio Avg Win / Avg Loss | 3.3279 | 4.3476 | 1.9141 | 1.6369 | 1.576 | 1.6863 |
Largest Winning Trade | 912534 | 912534 | 48606 | 3697109 | 3697109 | 1184474 |
Largest Losing Trade | -38162 | -38162 | -28628 | -1227334 | -1227334 | -761188 |
Avg Bars in Trades | 31 | 33 | 28 | 31 | 33 | 28 |
Avg Bars in Winners | 53 | 53 | 52 | 53 | 53 | 52 |
Avg Bars in Losers | 16 | 19 | 14 | 16 | 19 | 14 |
Bars Traded | 8564 | 4643 | 3921 | 8564 | 4643 | 3921 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347289 | 368578 | -410384 | -194642 | -127132 | -582983 |
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{ "first_band": { "type": "dema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 1.01307 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 1.01307 } } }
# | 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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