Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328375.2001 | 223456.0531 | 104919.1471 | 223725.9165 | 176719.6058 | 47006.3107 |
Total P&L (%) | 328.3752 | 223.4561 | 104.9191 | 223.7259 | 176.7196 | 47.0063 |
Avg Daily Profit (%) | 0.1843 | 0.1254 | 0.0589 | 0.0659 | 0.0571 | 0.0216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112402 | -112748 | -100905 | -305714 | -277707 | -309366 |
Profit Factor | 1.5295 | 1.6473 | 1.3816 | 1.1423 | 1.2064 | 1.0657 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 43.4426 | 45.9016 | 40.9836 | 43.4426 | 45.9016 | 40.9836 |
Ratio Avg Win / Avg Loss | 1.9913 | 1.9414 | 1.9896 | 1.4872 | 1.4218 | 1.5346 |
Largest Winning Trade | 111247 | 111247 | 62510 | 215409 | 211681 | 215409 |
Largest Losing Trade | -35142 | -35142 | -30790 | -105350 | -105350 | -80581 |
Avg Bars in Trades | 41 | 51 | 31 | 41 | 51 | 31 |
Avg Bars in Winners | 56 | 61 | 49 | 56 | 61 | 49 |
Avg Bars in Losers | 29 | 42 | 18 | 29 | 42 | 18 |
Bars Traded | 5020 | 3121 | 1899 | 5020 | 3121 | 1899 |
Profit Streak | 27.241 | 27.241 | 58.241 | 27.241 | 27.241 | 58.241 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319361 | -185225 | -277513 | -170069 | -279849 | -477650 |
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{ "first_band": { "type": "dema", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 2.49984 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 2.49984 } } }
# | 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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