Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109262.8842 | 233216.9968 | -123954.1126 | -82563.5835 | 15579.7137 | -98143.2971 |
Total P&L (%) | 109.2629 | 233.217 | -123.9541 | -82.5636 | 15.5797 | -98.1433 |
Avg Daily Profit (%) | 0.0774 | 0.1651 | -0.0878 | -0.1236 | 0.0103 | -0.2818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140198 | -90428 | -97388 | -95696 | -32686 | -62700 |
Profit Factor | 1.17 | 1.7318 | 0.6174 | 0.6652 | 1.1589 | 0.3394 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 40 | 45.4545 | 34.375 | 40 | 45.4545 | 34.375 |
Ratio Avg Win / Avg Loss | 1.755 | 2.0781 | 1.1786 | 0.9978 | 1.3907 | 0.6479 |
Largest Winning Trade | 143630 | 143630 | 48469 | 30619 | 30619 | 16700 |
Largest Losing Trade | -61791 | -54699 | -61791 | -36076 | -16223 | -36076 |
Avg Bars in Trades | 39 | 49 | 28 | 39 | 49 | 28 |
Avg Bars in Winners | 56 | 81 | 23 | 56 | 81 | 23 |
Avg Bars in Losers | 27 | 22 | 30 | 27 | 22 | 30 |
Bars Traded | 2544 | 1634 | 910 | 2544 | 1634 | 910 |
Profit Streak | 511.7682 | 531.7682 | 0 | 511.7682 | 531.7682 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -261645 | 338287 | -584942 | -720360 | -235900 | -586608 |
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{ "first_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 3.46506 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 3.46506 } } }
# | 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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