Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476003.261 | 384721.2253 | 91282.0357 | 333278.2538 | 350902.4203 | -17624.1664 |
Total P&L (%) | 476.0033 | 384.7212 | 91.282 | 333.2783 | 350.9024 | -17.6242 |
Avg Daily Profit (%) | 0.2942 | 0.2378 | 0.0564 | 0.0907 | 0.0931 | -0.012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86288 | -96805 | -148814 | -326962 | -357998 | -433844 |
Profit Factor | 1.4956 | 1.8661 | 1.1768 | 1.0988 | 1.2141 | 0.9898 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Profitability (%) | 43.2773 | 44.5378 | 42.0168 | 43.2773 | 44.5378 | 42.0168 |
Ratio Avg Win / Avg Loss | 1.9602 | 2.3238 | 1.624 | 1.4401 | 1.5119 | 1.366 |
Largest Winning Trade | 193899 | 193899 | 53359 | 268950 | 268950 | 172476 |
Largest Losing Trade | -28326 | -28326 | -27943 | -123768 | -123768 | -119953 |
Avg Bars in Trades | 78 | 65 | 92 | 78 | 65 | 92 |
Avg Bars in Winners | 123 | 91 | 158 | 123 | 91 | 158 |
Avg Bars in Losers | 44 | 44 | 45 | 44 | 44 | 45 |
Bars Traded | 18795 | 7769 | 11026 | 18795 | 7769 | 11026 |
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 | 340101 | 328445 | -145862 | -185195 | -70330 | -582453 |
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{ "first_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 2.84618 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 2.84618 } } }
# | 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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