Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2028197.2945 | 2073403.0162 | -45205.7217 | -80399.8003 | 1186895.3776 | -1267295.178 |
Total P&L (%) | 2028.1973 | 2073.403 | -45.2057 | -80.3998 | 1186.8954 | -1267.2952 |
Avg Daily Profit (%) | 0.875 | 0.8945 | -0.0195 | -0.0703 | 0.1103 | 0 |
Buy And Hold Return (%) | 103.8776 | 103.8776 | 103.8776 | 103.8776 | 103.8776 | 103.8776 |
Max Trade Drawdown | -235317 | -172486 | -192494 | -2640673 | -1125004 | -1706024 |
Profit Factor | 3.3572 | 5.4289 | 0.8848 | 0.9783 | 1.7494 | 0.4037 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 41.4634 | 39.0244 | 43.9024 | 41.4634 | 39.0244 | 43.9024 |
Ratio Avg Win / Avg Loss | 4.7396 | 8.4826 | 1.1305 | 1.3812 | 2.7334 | 0.5158 |
Largest Winning Trade | 1886084 | 1886084 | 51115 | 2125785 | 2125785 | 413858 |
Largest Losing Trade | -94741 | -73954 | -94741 | -800376 | -800376 | -579222 |
Avg Bars in Trades | 50 | 65 | 35 | 50 | 65 | 35 |
Avg Bars in Winners | 75 | 92 | 60 | 75 | 92 | 60 |
Avg Bars in Losers | 32 | 48 | 15 | 32 | 48 | 15 |
Bars Traded | 4149 | 2702 | 1446 | 4149 | 2702 | 1446 |
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 | 271913 | 616494 | -581446 | -591208 | -46269 | -583113 |
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{ "first_band": { "type": "dema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 3.3062 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 3.3062 } } }
# | 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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