Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234798.1031 | 160517.3413 | 74280.7619 | 113413.5607 | 310268.1451 | -196854.5844 |
Total P&L (%) | 234.7981 | 160.5173 | 74.2808 | 113.4136 | 310.2681 | -196.8546 |
Avg Daily Profit (%) | 0.1644 | 0.1124 | 0.052 | 0.0531 | 0.0989 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147901 | -74967 | -106636 | -560677 | -237760 | -505042 |
Profit Factor | 1.3083 | 1.4188 | 1.1963 | 1.0424 | 1.2513 | 0.8632 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 48.7952 | 48.1928 | 49.3976 | 48.7952 | 48.1928 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.3729 | 1.5252 | 1.2255 | 1.0939 | 1.3451 | 0.8842 |
Largest Winning Trade | 80442 | 80442 | 43545 | 110235 | 110235 | 104693 |
Largest Losing Trade | -38690 | -17735 | -38690 | -214762 | -80447 | -214762 |
Avg Bars in Trades | 50 | 42 | 57 | 50 | 42 | 57 |
Avg Bars in Winners | 66 | 58 | 74 | 66 | 58 | 74 |
Avg Bars in Losers | 34 | 26 | 41 | 34 | 26 | 41 |
Bars Traded | 8306 | 3509 | 4796 | 8306 | 3509 | 4796 |
Profit Streak | 15.9235 | 0 | 59.0901 | 15.9235 | 0 | 59.0901 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303519 | -42044 | -127590 | -294886 | -62184 | -580366 |
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{ "first_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 179, "offset": 245, "multiplier": 2.77422 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 179, "offset": 245, "multiplier": 2.77422 } } }
# | 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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