Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661498.5625 | 569621.8879 | 91876.6746 | 443726.8612 | 177499.0275 | 266227.8337 |
Total P&L (%) | 661.4986 | 569.6219 | 91.8767 | 443.7269 | 177.499 | 266.2278 |
Avg Daily Profit (%) | 0.2645 | 0.2278 | 0.0367 | 0.0677 | 0.0408 | 0.0519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99270 | -109598 | -85598 | -731708 | -721745 | -300384 |
Profit Factor | 1.9285 | 2.5591 | 1.2647 | 1.1499 | 1.1032 | 1.2148 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 41.2844 | 40 | 42.5926 | 41.2844 | 40 | 42.5926 |
Ratio Avg Win / Avg Loss | 2.7427 | 3.8386 | 1.7046 | 1.6354 | 1.6548 | 1.6373 |
Largest Winning Trade | 417605 | 417605 | 59340 | 425205 | 425205 | 254904 |
Largest Losing Trade | -47926 | -28022 | -47926 | -266609 | -210932 | -266609 |
Avg Bars in Trades | 88 | 63 | 113 | 88 | 63 | 113 |
Avg Bars in Winners | 137 | 99 | 174 | 137 | 99 | 174 |
Avg Bars in Losers | 53 | 39 | 68 | 53 | 39 | 68 |
Bars Traded | 9622 | 3492 | 6130 | 9622 | 3492 | 6130 |
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 | 329470 | -170789 | -325772 | -160090 | -428228 | -305832 |
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{ "first_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 195, "offset": 0, "multiplier": 2.85253 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 195, "offset": 0, "multiplier": 2.85253 } } }
# | 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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