Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434693.1872 | 392744.5629 | 41948.6243 | 48605.3863 | 127147.0021 | -78541.6158 |
Total P&L (%) | 434.6932 | 392.7446 | 41.9486 | 48.6054 | 127.147 | -78.5416 |
Avg Daily Profit (%) | 0.1736 | 0.1569 | 0.0168 | 0.0158 | 0.0328 | -0.0615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193205 | -98946 | -125120 | -294547 | -156933 | -250157 |
Profit Factor | 1.7387 | 2.1687 | 1.1662 | 1.0622 | 1.3018 | 0.7818 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 55.9524 | 47.619 | 64.2857 | 55.9524 | 47.619 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.3688 | 2.3855 | 0.6479 | 0.8362 | 1.432 | 0.4343 |
Largest Winning Trade | 305152 | 305152 | 36720 | 240300 | 240300 | 84962 |
Largest Losing Trade | -54985 | -50783 | -54985 | -224905 | -102521 | -224905 |
Avg Bars in Trades | 85 | 123 | 48 | 85 | 123 | 48 |
Avg Bars in Winners | 82 | 116 | 56 | 82 | 116 | 56 |
Avg Bars in Losers | 90 | 129 | 33 | 90 | 129 | 33 |
Bars Traded | 7217 | 5175 | 2042 | 7217 | 5175 | 2042 |
Profit Streak | 36.7454 | 0 | 49.0787 | 36.7454 | 0 | 49.0787 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400348 | 377844 | -209409 | -325376 | -149888 | -578319 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 4.25267 } }, "second_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 4.25267 } }, "second_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } } }
# | 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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