Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318617.5078 | 435160.5071 | -116542.9992 | -94589.8986 | -10185.9883 | -84403.9103 |
Total P&L (%) | 318.6175 | 435.1605 | -116.543 | -94.5899 | -10.186 | -84.4039 |
Avg Daily Profit (%) | 0.1696 | 0.2316 | -0.062 | -0.1551 | -0.0057 | -0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218105 | -77202 | -150360 | -77684 | -8257 | -16760 |
Profit Factor | 1.2804 | 1.8491 | 0.8131 | 0.4433 | 0.8156 | 0.2639 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 44.0217 | 42.3913 | 45.6522 | 44.0217 | 42.3913 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.6282 | 2.5128 | 0.968 | 0.5637 | 1.1084 | 0.3141 |
Largest Winning Trade | 293013 | 293013 | 43486 | 16910 | 16910 | 3771 |
Largest Losing Trade | -90011 | -29278 | -90011 | -71075 | -21037 | -71075 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 42 | 35 | 49 | 42 | 35 | 49 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 5405 | 2274 | 3131 | 5405 | 2274 | 3131 |
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 | 264710 | 302787 | -582777 | -581861 | -582100 | -582499 |
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{ "first_band": { "type": "dcm", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 1.17809 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 1.17809 } } }
# | 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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