Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792768.7372 | 550457.0935 | 242311.6437 | 3836510.6756 | 1604759.4026 | 2231751.273 |
Total P&L (%) | 792.7687 | 550.4571 | 242.3116 | 3836.5107 | 1604.7594 | 2231.7513 |
Avg Daily Profit (%) | 0.5334 | 0.3703 | 0.163 | 0.2474 | 0.191 | 0.2121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66924 | -111954 | -64387 | -1619020 | -1173655 | -687626 |
Profit Factor | 2.696 | 3.0558 | 2.2135 | 1.7357 | 1.5111 | 2.0756 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 55.6962 | 50 | 61.5385 | 55.6962 | 50 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.1445 | 3.0558 | 1.3834 | 1.3807 | 1.5111 | 1.2972 |
Largest Winning Trade | 349044 | 349044 | 68399 | 1012747 | 1012747 | 884936 |
Largest Losing Trade | -55716 | -38410 | -55716 | -829390 | -829390 | -621442 |
Avg Bars in Trades | 53 | 37 | 70 | 53 | 37 | 70 |
Avg Bars in Winners | 71 | 52 | 87 | 71 | 52 | 87 |
Avg Bars in Losers | 30 | 22 | 41 | 30 | 22 | 41 |
Bars Traded | 4236 | 1498 | 2738 | 4236 | 1498 | 2738 |
Profit Streak | 0 | 0 | 54.7155 | 0 | 0 | 54.7155 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14508 | 552945 | 479771 | -19917 | 377059 | 500289 |
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{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 123, "offset": 0, "multiplier": 2.52533 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 123, "offset": 0, "multiplier": 2.52533 } } }
# | 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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