Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74280.5215 | 39450.438 | 34830.0835 | 80050.7975 | 32569.2004 | 47481.5971 |
Total P&L (%) | 74.2805 | 39.4504 | 34.8301 | 80.0508 | 32.5692 | 47.4816 |
Avg Daily Profit (%) | 0.2852 | 0.1515 | 0.1337 | 0.2261 | 0.1083 | 0.1493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43224 | -22309 | -38835 | -77585 | -40074 | -61050 |
Profit Factor | 1.2538 | 1.2616 | 1.2455 | 1.1742 | 1.1329 | 1.2212 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 208 | 107 | 101 | 208 | 107 | 101 |
Losing Trades | 148 | 71 | 77 | 148 | 71 | 77 |
Profitability (%) | 58.427 | 60.1124 | 56.7416 | 58.427 | 60.1124 | 56.7416 |
Ratio Avg Win / Avg Loss | 0.8921 | 0.8371 | 0.9495 | 0.8355 | 0.7518 | 0.931 |
Largest Winning Trade | 9617 | 9617 | 8778 | 13021 | 13021 | 12401 |
Largest Losing Trade | -15521 | -13555 | -15521 | -28336 | -28336 | -24152 |
Avg Bars in Trades | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Winners | 50 | 51 | 48 | 50 | 51 | 48 |
Avg Bars in Losers | 94 | 91 | 96 | 94 | 91 | 96 |
Bars Traded | 24352 | 12012 | 12340 | 24352 | 12012 | 12340 |
Profit Streak | 3.7543 | 8.7126 | 3.7543 | 3.7543 | 8.7126 | 3.7543 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305918 | 178612 | -19668 | -20767 | -125369 | 73954 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 224, "offset": 0, "multiplier": 2.65194 } }, "second_band": { "type": "dcm", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 224, "offset": 0, "multiplier": 2.65194 } }, "second_band": { "type": "dcm", "factors": { "length": 245, "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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