Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842402.6514 | 741447.5233 | 100955.1282 | 659001.5083 | 2084549.7187 | -1425548.2104 |
Total P&L (%) | 842.4027 | 741.4475 | 100.9551 | 659.0015 | 2084.5497 | -1425.5482 |
Avg Daily Profit (%) | 0.364 | 0.3204 | 0.0436 | 0.0876 | 0.1333 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205204 | -198469 | -169854 | -3427496 | -1550387 | -2448703 |
Profit Factor | 1.6337 | 1.9755 | 1.1773 | 1.0697 | 1.4222 | 0.6845 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 120 | 65 | 55 | 120 | 65 | 55 |
Losing Trades | 142 | 66 | 76 | 142 | 66 | 76 |
Profitability (%) | 45.8015 | 49.6183 | 41.9847 | 45.8015 | 49.6183 | 41.9847 |
Ratio Avg Win / Avg Loss | 1.9332 | 2.0059 | 1.6269 | 1.2658 | 1.4441 | 0.9458 |
Largest Winning Trade | 292196 | 292196 | 51629 | 2358379 | 2358379 | 424119 |
Largest Losing Trade | -54255 | -54255 | -44601 | -1061771 | -555729 | -1061771 |
Avg Bars in Trades | 51 | 64 | 39 | 51 | 64 | 39 |
Avg Bars in Winners | 71 | 75 | 65 | 71 | 75 | 65 |
Avg Bars in Losers | 35 | 53 | 19 | 35 | 53 | 19 |
Bars Traded | 13545 | 8420 | 5125 | 13545 | 8420 | 5125 |
Profit Streak | 9.5656 | 0 | 18.3989 | 9.5656 | 0 | 18.3989 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465697 | 448720 | -161246 | -219024 | -14120 | -583035 |
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{ "first_band": { "type": "dema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 2.60766 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 2.60766 } } }
# | 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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